+0.2%
BABA vs CAI
-8.1%
+8.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.5% |
| 7D | -0.2% | +0.2% | -0.3% | -0.2% |
| 30D | -12.3% | +9.1% | -21.4% | -12.2% |
| 3M | -5.3% | +53.8% | -59.1% | -4.7% |
| 6M | -13.1% | +33.5% | -46.6% | -12.3% |
| YTD | -22.4% | -8.0% | -14.4% | -23.2% |
| 1Y | -19.5% | -28.7% | +9.2% | -20.7% |
| All | +0.2% | -8.1% | +8.3% | -1.8% |
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