-27.8%
BABA vs CTVA
+197.0%
-224.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.8% | -5.5% | -4.1% |
| 7D | +3.8% | +1.6% | +2.2% | +3.4% |
| 30D | -5.4% | -8.5% | +3.2% | -3.5% |
| 3M | -17.9% | +5.3% | -23.2% | -19.6% |
| 6M | -24.1% | -0.1% | -24.0% | -25.3% |
| YTD | -27.4% | +21.2% | -48.7% | -32.5% |
| 1Y | -36.1% | +27.0% | -63.1% | -41.4% |
| 3Y | +35.4% | +87.2% | -51.9% | +10.0% |
| 5Y | -30.1% | +77.9% | -108.0% | -42.5% |
| All | -27.8% | +197.0% | -224.8% | -50.8% |
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