-10.1%
BABA vs CEG
+555.1%
-565.2%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.5% | +5.1% | +2.9% |
| 7D | +8.6% | -9.4% | +18.0% | +9.7% |
| 30D | -1.1% | -20.2% | +19.1% | +1.4% |
| 3M | -15.9% | -9.5% | -6.5% | -15.3% |
| 6M | -17.5% | -25.0% | +7.4% | -15.3% |
| YTD | -25.6% | -31.9% | +6.3% | -23.1% |
| 1Y | -33.8% | -33.7% | -0.2% | -31.5% |
| 3Y | +34.6% | +108.7% | -74.1% | +5.9% |
| All | -10.1% | +555.1% | -565.2% | -46.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling