+131.4%
CVX vs BABA
-39.3%
+170.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -7.1% | +8.5% | +1.8% |
| 7D | +1.6% | -12.7% | +14.3% | +2.2% |
| 30D | -0.6% | -14.9% | +14.2% | +0.1% |
| 3M | +11.0% | -24.6% | +35.7% | +12.4% |
| 6M | +18.4% | -29.3% | +47.8% | +20.2% |
| YTD | +45.9% | -35.0% | +81.0% | +48.6% |
| 1Y | +46.7% | -39.7% | +86.4% | +50.0% |
| 3Y | +71.6% | +21.2% | +50.4% | +66.8% |
| 5Y | +131.4% | -39.9% | +171.3% | +138.9% |
| All | +131.4% | -39.3% | +170.7% | +138.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling