+11.9%
COST vs BABA
-34.7%
+46.5%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.9% | -2.2% | +2.6% |
| 7D | +6.6% | +4.3% | +2.4% | +6.6% |
| 30D | +13.5% | -5.0% | +18.5% | +13.4% |
| 3M | +10.6% | -18.4% | +28.9% | +10.4% |
| 6M | +3.6% | -20.3% | +23.9% | +3.6% |
| YTD | +22.1% | -27.5% | +49.6% | +21.2% |
| 1Y | +11.9% | -35.3% | +47.2% | +9.6% |
| All | +11.9% | -34.7% | +46.5% | +9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BABA.
Daily Out/Under-Performance
Portfolio return minus BABA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BABA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded BABA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling