+27.1%
BABA vs CEG
+186.0%
-158.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.9% | -3.6% | +0.9% |
| 7D | -4.8% | +8.0% | -12.8% | -5.3% |
| 30D | -11.9% | +12.9% | -24.8% | -12.7% |
| 3M | -9.3% | +13.2% | -22.4% | -10.2% |
| 6M | -14.2% | -7.0% | -7.3% | -14.2% |
| YTD | -22.0% | -15.0% | -7.0% | -21.6% |
| 1Y | -12.7% | -2.7% | -10.0% | -12.9% |
| All | +27.1% | +186.0% | -158.9% | +8.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling