-12.7%
BABA vs CVS
+35.9%
-48.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.3% |
| 7D | -4.8% | +4.0% | -8.7% | -4.9% |
| 30D | -11.9% | -2.4% | -9.5% | -11.9% |
| 3M | -9.3% | +2.7% | -11.9% | -9.6% |
| 6M | -14.2% | +21.9% | -36.1% | -15.2% |
| YTD | -22.0% | +24.7% | -46.8% | -22.8% |
| 1Y | -12.7% | +35.4% | -48.2% | -9.5% |
| All | -12.7% | +35.9% | -48.7% | -9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CVS.
Daily Out/Under-Performance
Portfolio return minus CVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVS 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 1y: compounded portfolio wealth divided by compounded CVS 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…
1y analysis · Full analysis span regression · 6 months rolling