-22.4%
BABA vs CTVA
+223.3%
-245.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.1% | +1.5% |
| 7D | -4.8% | +4.9% | -9.7% | -5.9% |
| 30D | -11.9% | +11.9% | -23.8% | -14.4% |
| 3M | -9.3% | +13.7% | -22.9% | -13.0% |
| 6M | -14.2% | +13.1% | -27.4% | -17.9% |
| YTD | -22.0% | +32.0% | -54.0% | -28.5% |
| 1Y | -12.7% | +22.1% | -34.8% | -18.5% |
| 3Y | +26.7% | +77.5% | -50.8% | +5.3% |
| 5Y | -29.3% | +106.3% | -135.6% | -43.6% |
| All | -22.4% | +223.3% | -245.7% | -47.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling