+17.1%
COST vs BABA
-36.6%
+53.7%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.7% | +4.9% | +1.2% |
| 7D | +2.5% | +3.8% | -1.4% | +2.4% |
| 30D | +12.8% | -5.4% | +18.1% | +12.7% |
| 3M | +12.7% | -17.9% | +30.6% | +12.5% |
| 6M | +6.0% | -24.1% | +30.1% | +5.9% |
| YTD | +24.4% | -27.4% | +51.8% | +23.6% |
| All | +17.1% | -36.6% | +53.7% | +14.9% |
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