+47.0%
CVX vs BABA
-34.7%
+81.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +4.9% | -8.6% | -3.4% |
| 7D | -5.3% | +4.3% | -9.6% | -5.0% |
| 30D | +5.1% | -5.0% | +10.1% | +5.0% |
| 3M | +14.9% | -18.4% | +33.3% | +14.4% |
| 6M | +14.9% | -20.3% | +35.1% | +13.7% |
| YTD | +46.3% | -27.5% | +73.8% | +45.7% |
| 1Y | +47.0% | -35.3% | +82.3% | +47.1% |
| All | +47.0% | -34.7% | +81.7% | +47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BABA.
Daily Out/Under-Performance
Portfolio return minus BABA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BABA 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 BABA 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