-1.1%
CAT vs BABA
-34.6%
+33.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.7% |
| 7D | -10.3% | +11.6% | -21.9% | -12.0% |
| 30D | -31.2% | +2.3% | -33.5% | -31.5% |
| 3M | -34.7% | -13.7% | -21.0% | -33.2% |
| 6M | -39.5% | -21.9% | -17.6% | -35.2% |
| YTD | -1.7% | -24.6% | +23.0% | +5.0% |
| 1Y | -1.1% | -34.1% | +33.0% | +5.4% |
| All | -1.1% | -34.6% | +33.5% | +5.4% |
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