+28.2%
BABA vs CDE
+234.3%
-206.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.9% | +3.2% | +1.5% |
| 7D | -4.8% | +0.5% | -5.3% | -4.8% |
| 30D | -11.9% | +21.9% | -33.8% | -13.9% |
| 3M | -9.3% | +14.9% | -24.2% | -11.2% |
| 6M | -14.2% | -10.5% | -3.7% | -14.2% |
| YTD | -22.0% | +19.3% | -41.3% | -24.7% |
| 1Y | -12.7% | +50.8% | -63.5% | -18.1% |
| 3Y | +26.7% | +782.3% | -755.7% | -3.2% |
| 5Y | -29.3% | +191.7% | -221.0% | -42.7% |
| 10Y | +21.2% | +57.6% | -36.4% | -5.3% |
| All | +28.2% | +234.3% | -206.2% | +1.7% |
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 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