-36.3%
BABA vs CEG
-23.2%
-13.1%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.6% | -3.8% | -1.3% |
| 7D | -3.6% | +11.8% | -15.4% | -4.2% |
| 30D | -8.4% | -6.5% | -1.8% | -7.6% |
| 3M | -20.6% | -1.2% | -19.4% | -20.5% |
| 6M | -25.4% | -8.0% | -17.3% | -25.1% |
| YTD | -30.1% | -21.9% | -8.2% | -29.5% |
| 1Y | -36.3% | -21.4% | -14.8% | -36.0% |
| All | -36.3% | -23.2% | -13.1% | -36.0% |
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