+676.9%
CAT vs BABA
+20.7%
+656.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +4.9% | -10.1% | -6.1% |
| 7D | -17.1% | +4.3% | -21.4% | -17.8% |
| 30D | -30.1% | -5.0% | -25.1% | -29.5% |
| 3M | -32.4% | -18.4% | -14.0% | -30.1% |
| 6M | -32.1% | -20.3% | -11.9% | -29.9% |
| YTD | +4.1% | -27.5% | +31.6% | +9.2% |
| 1Y | +8.9% | -35.3% | +44.2% | +16.4% |
| 3Y | +155.5% | +31.2% | +124.3% | +133.3% |
| 5Y | +215.5% | -32.1% | +247.6% | +216.2% |
| 10Y | +788.9% | +14.7% | +774.2% | +627.0% |
| All | +676.9% | +20.7% | +656.2% | +502.9% |
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