+31.1%
BABA vs CVE
+59.0%
-27.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -7.6% | +12.6% | +6.1% |
| 7D | +4.3% | -12.1% | +16.4% | +6.2% |
| 30D | -5.0% | -9.8% | +4.8% | -3.7% |
| 3M | -18.4% | -0.7% | -17.7% | -19.1% |
| 6M | -20.3% | -4.3% | -15.9% | -20.9% |
| YTD | -27.5% | +70.6% | -98.1% | -38.8% |
| 1Y | -35.3% | +73.2% | -108.5% | -45.7% |
| All | +31.1% | +59.0% | -27.9% | +5.0% |
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