+19.2%
BABA vs CVE
+25.3%
-6.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -18.7% |
| 6M | -20.3% | -4.3% | -15.9% | -20.4% |
| YTD | -27.5% | +70.6% | -98.1% | -34.6% |
| 1Y | -35.3% | +73.2% | -108.5% | -41.9% |
| 3Y | +31.2% | +60.3% | -29.2% | +17.6% |
| 5Y | -32.1% | +159.3% | -191.4% | -44.5% |
| 10Y | +14.7% | +147.4% | -132.8% | -14.8% |
| All | +19.2% | +25.3% | -6.1% | +6.0% |
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 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