+27.1%
BABA vs CVE
+72.1%
-44.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.5% |
| 7D | -4.8% | +2.5% | -7.3% | -5.2% |
| 30D | -11.9% | +16.7% | -28.6% | -14.5% |
| 3M | -9.3% | +9.3% | -18.5% | -11.2% |
| 6M | -14.2% | +43.6% | -57.8% | -21.8% |
| YTD | -22.0% | +93.6% | -115.6% | -34.5% |
| 1Y | -12.7% | +98.8% | -111.5% | -27.4% |
| All | +27.1% | +72.1% | -44.9% | +0.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling