+16.0%
BABA vs CVE
+144.4%
-128.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.7% | -3.8% | -1.6% |
| 7D | -3.6% | +0.1% | -3.7% | -3.6% |
| 30D | -8.4% | -10.8% | +2.5% | -7.0% |
| 3M | -20.6% | -4.3% | -16.3% | -20.5% |
| 6M | -25.4% | -1.5% | -23.9% | -25.8% |
| YTD | -30.1% | +70.7% | -100.8% | -36.9% |
| 1Y | -36.3% | +58.1% | -94.4% | -41.8% |
| 3Y | +30.4% | +69.8% | -39.5% | +16.2% |
| 5Y | -35.7% | +148.9% | -184.7% | -46.8% |
| 10Y | +16.0% | +143.5% | -127.5% | -15.6% |
| All | +16.0% | +144.4% | -128.4% | -15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 10y: compounded portfolio wealth divided by compounded CVE 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…
10y analysis · Full analysis span regression · 6 months rolling