+9.3%
CAT vs ALK
-10.2%
+19.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.6% | -0.4% |
| 7D | +7.4% | -1.2% | +8.6% | +7.8% |
| 30D | -19.7% | +7.7% | -27.4% | -21.7% |
| 3M | -29.6% | -19.0% | -10.6% | -25.1% |
| 6M | -33.2% | -0.2% | -33.0% | -34.1% |
| YTD | +5.7% | -23.5% | +29.2% | +10.3% |
| 1Y | +9.3% | -9.1% | +18.5% | +7.5% |
| All | +9.3% | -10.2% | +19.6% | +7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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