+966.9%
CAT vs BABA
+29.8%
+937.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | +1.5% |
| 7D | +1.7% | -4.8% | +6.5% | +2.6% |
| 30D | -6.6% | -11.9% | +5.3% | -4.6% |
| 3M | -13.3% | -9.3% | -4.0% | -12.2% |
| 6M | +11.6% | -14.2% | +25.9% | +13.9% |
| YTD | +42.9% | -22.0% | +65.0% | +48.2% |
| 1Y | +95.4% | -12.7% | +108.1% | +97.7% |
| 3Y | +196.6% | +26.7% | +169.9% | +173.0% |
| 5Y | +321.7% | -29.3% | +351.0% | +320.1% |
| 10Y | +1,140.8% | +21.2% | +1,119.5% | +906.6% |
| All | +966.9% | +29.8% | +937.1% | +718.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling