+203.4%
CVX vs BABA
+16.2%
+187.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.4% | -0.3% |
| 7D | -9.7% | +11.6% | -21.4% | -10.9% |
| 30D | +3.6% | +2.3% | +1.3% | +3.3% |
| 3M | +13.3% | -13.7% | +27.0% | +14.9% |
| 6M | +16.9% | -21.9% | +38.8% | +19.5% |
| YTD | +43.4% | -24.6% | +68.0% | +46.6% |
| 1Y | +44.5% | -34.1% | +78.6% | +50.1% |
| 3Y | +64.0% | +36.3% | +27.7% | +51.8% |
| 5Y | +126.4% | -26.7% | +153.2% | +125.0% |
| All | +203.4% | +16.2% | +187.2% | +196.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling