-2.7%
BABA vs CAI
-6.6%
+3.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.1% | +4.4% | +1.3% |
| 7D | +11.6% | -26.5% | +38.1% | +11.4% |
| 30D | +2.3% | -6.9% | +9.2% | +2.0% |
| 3M | -13.7% | +26.1% | -39.8% | -13.5% |
| 6M | -21.9% | +31.9% | -53.8% | -21.2% |
| YTD | -24.6% | -6.5% | -18.2% | -25.4% |
| 1Y | -34.1% | +2.5% | -36.6% | -34.7% |
| All | -2.7% | -6.6% | +3.9% | -4.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling