+6.8%
BABA vs CDE
+125.1%
-118.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -4.9% | -2.2% | -6.5% |
| 7D | -12.7% | -2.3% | -10.4% | -12.5% |
| 30D | -14.9% | -12.1% | -2.8% | -13.9% |
| 3M | -24.6% | -23.9% | -0.7% | -22.8% |
| 6M | -29.3% | -29.0% | -0.3% | -27.6% |
| YTD | -35.0% | -19.7% | -15.3% | -34.8% |
| 1Y | -39.7% | -8.4% | -31.3% | -40.3% |
| 3Y | +21.2% | +578.5% | -557.3% | -4.6% |
| 5Y | -39.9% | +100.2% | -140.1% | -49.4% |
| 10Y | +7.8% | +56.5% | -48.6% | -13.0% |
| All | +6.8% | +125.1% | -118.3% | -12.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling