+32.9%
BABA vs CDE
+819.3%
-786.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | -0.2% |
| 7D | -0.2% | +2.3% | -2.4% | -0.5% |
| 30D | -12.3% | +18.8% | -31.1% | -14.5% |
| 3M | -5.3% | +23.5% | -28.8% | -8.8% |
| 6M | -13.1% | -8.6% | -4.4% | -13.3% |
| YTD | -22.4% | +16.0% | -38.4% | -25.4% |
| 1Y | -19.5% | +42.1% | -61.5% | -25.1% |
| 3Y | +32.9% | +835.9% | -802.9% | -1.6% |
| All | +32.9% | +819.3% | -786.3% | -1.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling