-31.3%
BABA vs CTVA
+107.7%
-139.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.1% | +1.5% |
| 7D | -4.8% | +4.9% | -9.7% | -6.0% |
| 30D | -11.9% | +11.9% | -23.8% | -14.5% |
| 3M | -9.3% | +13.7% | -22.9% | -13.4% |
| 6M | -14.2% | +13.1% | -27.4% | -18.4% |
| YTD | -22.0% | +32.0% | -54.0% | -29.5% |
| 1Y | -12.7% | +22.1% | -34.8% | -19.4% |
| 3Y | +26.7% | +77.5% | -50.8% | +1.7% |
| All | -31.3% | +107.7% | -139.0% | -49.6% |
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