-39.7%
BABA vs CTVA
-5.7%
-34.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -24.3% | +17.2% | -6.4% |
| 7D | -12.7% | -23.7% | +11.0% | -11.9% |
| 30D | -14.9% | -31.2% | +16.3% | -15.4% |
| 3M | -24.6% | -18.7% | -5.9% | -22.7% |
| 6M | -29.3% | -25.5% | -3.8% | -29.7% |
| YTD | -35.0% | -8.0% | -27.0% | -38.0% |
| 1Y | -39.7% | -7.0% | -32.7% | -42.2% |
| All | -39.7% | -5.7% | -34.0% | -42.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling