+725.3%
CAT vs BABA
+16.2%
+709.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.7% |
| 7D | -10.3% | +11.6% | -21.9% | -12.1% |
| 30D | -31.2% | +2.3% | -33.5% | -31.5% |
| 3M | -34.7% | -13.7% | -21.0% | -33.3% |
| 6M | -39.5% | -21.9% | -17.6% | -37.3% |
| YTD | -1.7% | -24.6% | +23.0% | +2.2% |
| 1Y | -1.1% | -34.1% | +33.0% | +5.0% |
| 3Y | +143.9% | +36.3% | +107.6% | +122.3% |
| 5Y | +194.8% | -26.7% | +221.5% | +194.5% |
| All | +725.3% | +16.2% | +709.1% | +630.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling