-22.8%
BABA vs CTVA
+216.1%
-238.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | 0.0% |
| 7D | -0.2% | -2.1% | +1.9% | +0.3% |
| 30D | -12.3% | +12.0% | -24.3% | -14.8% |
| 3M | -5.3% | +13.5% | -18.8% | -9.2% |
| 6M | -13.1% | +12.1% | -25.2% | -16.6% |
| YTD | -22.4% | +29.0% | -51.4% | -28.5% |
| 1Y | -19.5% | +18.9% | -38.3% | -24.4% |
| 3Y | +32.9% | +78.9% | -45.9% | +10.2% |
| 5Y | -29.9% | +105.2% | -135.1% | -44.0% |
| All | -22.8% | +216.1% | -238.8% | -47.9% |
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