-15.5%
BABA vs CEG
+651.0%
-666.6%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.6% | -3.8% | -1.5% |
| 7D | -3.6% | +11.8% | -15.4% | -4.9% |
| 30D | -8.4% | -6.5% | -1.8% | -7.8% |
| 3M | -20.6% | -1.2% | -19.4% | -20.8% |
| 6M | -25.4% | -8.0% | -17.3% | -25.2% |
| YTD | -30.1% | -21.9% | -8.2% | -28.9% |
| 1Y | -36.3% | -21.4% | -14.8% | -35.4% |
| 3Y | +30.4% | +130.0% | -99.6% | +2.1% |
| All | -15.5% | +651.0% | -666.6% | -50.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling