+16.0%
BABA vs CDE
+52.0%
-36.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -1.0% |
| 7D | -3.6% | +3.1% | -6.7% | -4.0% |
| 30D | -8.4% | -10.3% | +2.0% | -7.3% |
| 3M | -20.6% | -19.1% | -1.5% | -18.9% |
| 6M | -25.4% | -24.0% | -1.4% | -23.8% |
| YTD | -30.1% | -15.6% | -14.5% | -30.3% |
| 1Y | -36.3% | -1.1% | -35.2% | -37.8% |
| 3Y | +30.4% | +613.1% | -582.8% | -5.1% |
| 5Y | -35.7% | +109.3% | -145.0% | -48.8% |
| 10Y | +16.0% | +64.4% | -48.4% | -12.7% |
| All | +16.0% | +52.0% | -36.0% | -12.7% |
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