-27.7%
BABA vs CVE
+148.3%
-176.0%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.7% | +5.4% | +3.2% |
| 7D | +8.6% | -14.1% | +22.6% | +11.4% |
| 30D | -1.1% | -11.6% | +10.5% | +0.9% |
| 3M | -15.9% | 0.0% | -16.0% | -16.7% |
| 6M | -17.5% | -8.4% | -9.2% | -17.3% |
| YTD | -25.6% | +65.9% | -91.5% | -35.6% |
| 1Y | -33.8% | +69.4% | -103.2% | -43.1% |
| 3Y | +34.6% | +55.9% | -21.3% | +14.8% |
| 5Y | -27.7% | +146.2% | -173.8% | -48.0% |
| All | -27.7% | +148.3% | -176.0% | -48.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling