+14.4%
BABA vs CDE
+59.7%
-45.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.4% | -0.4% |
| 7D | -2.9% | -6.1% | +3.1% | -2.2% |
| 30D | -15.1% | +9.5% | -24.6% | -16.3% |
| 3M | -5.0% | +32.0% | -37.0% | -9.2% |
| 6M | -19.9% | -12.8% | -7.2% | -19.7% |
| YTD | -25.3% | +14.2% | -39.5% | -28.0% |
| 1Y | -23.9% | +36.3% | -60.2% | -28.9% |
| 3Y | +28.1% | +821.4% | -793.3% | -10.0% |
| 5Y | -31.4% | +194.3% | -225.6% | -47.4% |
| All | +14.4% | +59.7% | -45.3% | -13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CDE.
Daily Out/Under-Performance
Portfolio return minus CDE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDE 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 CDE 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