+209.1%
CVX vs BABA
+15.9%
+193.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -1.4% |
| 7D | +3.3% | -4.8% | +8.1% | +3.9% |
| 30D | +12.9% | -11.9% | +24.8% | +14.4% |
| 3M | +11.7% | -9.3% | +21.0% | +12.7% |
| 6M | +14.1% | -14.2% | +28.4% | +15.4% |
| YTD | +40.7% | -22.0% | +62.7% | +43.6% |
| 1Y | +37.5% | -12.7% | +50.2% | +37.8% |
| 3Y | +43.9% | +26.7% | +17.3% | +34.6% |
| 5Y | +161.5% | -29.3% | +190.8% | +162.7% |
| All | +209.1% | +15.9% | +193.3% | +187.1% |
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 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