+28.2%
BABA vs CVE
+42.2%
-14.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -14.2% |
| 3M | -9.3% | +9.3% | -18.5% | -10.8% |
| 6M | -14.2% | +43.6% | -57.8% | -19.9% |
| YTD | -22.0% | +93.6% | -115.6% | -30.8% |
| 1Y | -12.7% | +98.8% | -111.5% | -23.0% |
| 3Y | +26.7% | +73.6% | -46.9% | +12.4% |
| 5Y | -29.3% | +312.5% | -341.8% | -46.0% |
| 10Y | +21.2% | +161.0% | -139.8% | -10.3% |
| All | +28.2% | +42.2% | -14.0% | +12.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling