-39.8%
BABA vs CTVA
+34.7%
-74.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -0.6% |
| 7D | -13.8% | -20.8% | +7.0% | -9.5% |
| 30D | -15.1% | -29.6% | +14.5% | -8.6% |
| 3M | -22.7% | -16.9% | -5.8% | -20.7% |
| 6M | -34.7% | -24.3% | -10.4% | -32.0% |
| YTD | -35.0% | -5.6% | -29.4% | -37.3% |
| 1Y | -40.4% | -4.2% | -36.2% | -42.9% |
| 3Y | +21.9% | +43.3% | -21.4% | -0.6% |
| All | -39.8% | +34.7% | -74.5% | -53.0% |
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