+36.3%
BABA vs CEG
+114.1%
-77.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.3% | -3.0% | +1.0% |
| 7D | +11.6% | -4.7% | +16.4% | +11.9% |
| 30D | +2.3% | -16.6% | +18.9% | +3.5% |
| 3M | -13.7% | -4.1% | -9.6% | -13.7% |
| 6M | -21.9% | -22.3% | +0.4% | -20.8% |
| YTD | -24.6% | -28.9% | +4.3% | -23.4% |
| 1Y | -34.1% | -28.5% | -5.6% | -33.1% |
| 3Y | +36.3% | +104.3% | -68.0% | +23.2% |
| All | +36.3% | +114.1% | -77.9% | +23.2% |
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