-28.3%
BABA vs CTVA
+74.6%
-102.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.4% | +1.5% |
| 7D | +11.6% | +2.2% | +9.4% | +11.1% |
| 30D | +2.3% | -17.6% | +19.9% | +6.7% |
| 3M | -13.7% | +3.4% | -17.1% | -15.2% |
| 6M | -21.9% | -2.6% | -19.3% | -23.0% |
| YTD | -24.6% | +19.1% | -43.8% | -30.7% |
| 1Y | -34.1% | +26.8% | -60.9% | -40.7% |
| 3Y | +36.3% | +63.9% | -27.6% | +10.2% |
| All | -28.3% | +74.6% | -102.9% | -47.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling