-28.3%
BABA vs CVS
+5.4%
-33.7%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.1% | -1.8% | +1.1% |
| 7D | +11.6% | -7.1% | +18.7% | +12.0% |
| 30D | +2.3% | -4.0% | +6.3% | +2.3% |
| 3M | -13.7% | -12.2% | -1.5% | -13.0% |
| 6M | -21.9% | -2.2% | -19.7% | -22.2% |
| YTD | -24.6% | +8.9% | -33.5% | -25.8% |
| 1Y | -34.1% | +9.9% | -44.0% | -35.2% |
| 3Y | +36.3% | +32.1% | +4.2% | +29.9% |
| All | -28.3% | +5.4% | -33.7% | -32.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling