-6.3%
BABA vs CAI
-5.3%
-1.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.3% | -5.1% | -3.7% |
| 7D | +3.8% | -20.3% | +24.2% | +3.6% |
| 30D | -5.4% | -13.9% | +8.5% | -5.6% |
| 3M | -17.9% | +12.4% | -30.4% | -17.9% |
| 6M | -24.1% | +58.3% | -82.4% | -23.6% |
| YTD | -27.4% | -5.2% | -22.2% | -28.2% |
| 1Y | -36.1% | -0.2% | -35.9% | -36.7% |
| All | -6.3% | -5.3% | -1.0% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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