+34.5%
BABA vs CVE
+54.6%
-20.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.7% | +5.4% | +3.1% |
| 7D | +8.6% | -14.1% | +22.6% | +10.9% |
| 30D | -1.1% | -11.6% | +10.5% | +0.5% |
| 3M | -15.9% | 0.0% | -16.0% | -16.9% |
| 6M | -17.5% | -8.4% | -9.2% | -17.6% |
| YTD | -25.6% | +65.9% | -91.5% | -36.9% |
| 1Y | -33.8% | +69.4% | -103.2% | -44.3% |
| All | +34.5% | +54.6% | -20.1% | +8.2% |
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