-30.4%
BABA vs CTVA
+197.7%
-228.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -0.9% | -1.1% |
| 7D | -3.6% | -1.0% | -2.6% | -3.4% |
| 30D | -8.4% | -8.7% | +0.4% | -6.5% |
| 3M | -20.6% | +6.4% | -27.0% | -22.4% |
| 6M | -25.4% | -1.9% | -23.5% | -26.2% |
| YTD | -30.1% | +21.5% | -51.6% | -35.0% |
| 1Y | -36.3% | +24.3% | -60.6% | -41.2% |
| 3Y | +30.4% | +91.8% | -61.5% | +5.3% |
| 5Y | -35.7% | +78.4% | -114.1% | -47.2% |
| All | -30.4% | +197.7% | -228.1% | -52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 10y: compounded portfolio wealth divided by compounded CTVA 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…
10y analysis · Full analysis span regression · 6 months rolling