-34.1%
BABA vs CVE
+67.8%
-101.9%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.2% |
| 7D | +11.6% | -16.1% | +27.8% | +10.9% |
| 30D | +2.3% | -10.4% | +12.7% | +1.7% |
| 3M | -13.7% | -2.4% | -11.3% | -14.6% |
| 6M | -21.9% | -4.4% | -17.5% | -23.5% |
| YTD | -24.6% | +64.9% | -89.6% | -36.3% |
| 1Y | -34.1% | +66.0% | -100.1% | -43.8% |
| All | -34.1% | +67.8% | -101.9% | -43.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling