+609.0%
COST vs BABA
+14.2%
+594.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.1% | -0.6% |
| 7D | -2.8% | -2.2% | -0.6% | -2.6% |
| 30D | -5.3% | -17.3% | +12.1% | -3.8% |
| 3M | -6.7% | -7.8% | +1.1% | -6.3% |
| 6M | -9.9% | -16.8% | +6.8% | -8.9% |
| YTD | +5.1% | -24.7% | +29.8% | +7.0% |
| 1Y | -7.3% | -24.9% | +17.7% | -5.9% |
| 3Y | +70.4% | +29.1% | +41.3% | +61.7% |
| 5Y | +104.4% | -30.5% | +134.9% | +102.3% |
| 10Y | +609.0% | +16.7% | +592.3% | +563.6% |
| All | +609.0% | +14.2% | +594.8% | +563.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling