-24.9%
BABA vs CDE
+44.5%
-69.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.6% | -4.5% | -3.1% |
| 7D | -2.2% | -2.0% | -0.2% | -1.9% |
| 30D | -17.3% | +15.7% | -33.0% | -19.3% |
| 3M | -7.8% | +30.5% | -38.3% | -12.3% |
| 6M | -16.8% | -7.4% | -9.4% | -16.9% |
| YTD | -24.7% | +17.9% | -42.6% | -27.7% |
| 1Y | -24.9% | +46.7% | -71.7% | -22.5% |
| All | -24.9% | +44.5% | -69.4% | -22.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling