+8.9%
CAT vs BABA
-34.7%
+43.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +4.9% | -10.1% | -6.0% |
| 7D | -17.1% | +4.3% | -21.4% | -17.7% |
| 30D | -30.1% | -5.0% | -25.1% | -29.5% |
| 3M | -32.4% | -18.4% | -14.0% | -30.2% |
| 6M | -32.1% | -20.3% | -11.9% | -28.4% |
| YTD | +4.1% | -27.5% | +31.6% | +11.9% |
| 1Y | +8.9% | -35.3% | +44.2% | +17.2% |
| All | +8.9% | -34.7% | +43.6% | +17.2% |
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