-12.7%
BABA vs CEG
-3.0%
-9.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.9% | -3.6% | +0.7% |
| 7D | -4.8% | +8.0% | -12.8% | -5.7% |
| 30D | -11.9% | +12.9% | -24.8% | -13.3% |
| 3M | -9.3% | +13.2% | -22.4% | -10.9% |
| 6M | -14.2% | -7.0% | -7.3% | -14.1% |
| YTD | -22.0% | -15.0% | -7.0% | -21.0% |
| 1Y | -12.7% | -2.7% | -10.0% | -7.7% |
| All | -12.7% | -3.0% | -9.7% | -7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG 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 CEG 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