+674.0%
CAT vs BABA
+11.0%
+663.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.5% | +0.1% | -2.0% |
| 7D | -6.3% | +2.4% | -8.7% | -6.8% |
| 30D | -26.8% | -7.8% | -19.0% | -25.9% |
| 3M | -30.0% | -22.4% | -7.7% | -27.2% |
| 6M | -34.6% | -26.0% | -8.6% | -31.6% |
| YTD | +2.9% | -29.3% | +32.2% | +8.1% |
| 1Y | +3.3% | -37.5% | +40.8% | +10.7% |
| 3Y | +153.7% | +31.9% | +121.8% | +132.1% |
| 5Y | +207.3% | -33.4% | +240.7% | +213.3% |
| 10Y | +674.0% | +15.7% | +658.3% | +560.3% |
| All | +674.0% | +11.0% | +663.0% | +560.3% |
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