+141.7%
CAT vs BABA
+32.7%
+109.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +2.6% | -9.0% | -6.8% |
| 7D | -14.5% | +8.6% | -23.1% | -15.7% |
| 30D | -35.7% | -1.1% | -34.6% | -35.7% |
| 3M | -36.3% | -15.9% | -20.4% | -34.7% |
| 6M | -38.5% | -17.5% | -21.0% | -36.9% |
| YTD | -2.5% | -25.6% | +23.1% | +1.6% |
| 1Y | -1.9% | -33.8% | +31.9% | +4.1% |
| All | +141.7% | +32.7% | +109.0% | +124.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling