+106.2%
COST vs BABA
-31.3%
+137.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.6% |
| 7D | -3.2% | -0.2% | -3.0% | -3.2% |
| 30D | -4.0% | -12.3% | +8.3% | -3.3% |
| 3M | -6.5% | -5.3% | -1.2% | -6.3% |
| 6M | -8.5% | -13.1% | +4.5% | -8.1% |
| YTD | +6.0% | -22.4% | +28.4% | +7.1% |
| 1Y | -5.8% | -19.5% | +13.7% | -5.3% |
| 3Y | +71.8% | +32.9% | +38.9% | +65.5% |
| 5Y | +106.2% | -29.9% | +136.1% | +95.3% |
| All | +106.2% | -31.3% | +137.5% | +95.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling