+95.4%
CAT vs BABA
-14.2%
+109.6%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | +1.5% |
| 7D | +1.7% | -4.8% | +6.5% | +2.6% |
| 30D | -6.6% | -11.9% | +5.3% | -4.6% |
| 3M | -13.3% | -9.3% | -4.0% | -11.3% |
| 6M | +11.6% | -14.2% | +25.9% | +14.9% |
| YTD | +42.9% | -22.0% | +65.0% | +50.6% |
| 1Y | +95.4% | -12.7% | +108.1% | +114.2% |
| All | +95.4% | -14.2% | +109.6% | +114.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling