+3.3%
CAT vs ALK
-5.3%
+8.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.3% |
| 7D | -6.3% | +12.9% | -19.3% | -9.5% |
| 30D | -26.8% | +5.5% | -32.3% | -28.0% |
| 3M | -30.0% | -12.1% | -17.9% | -27.2% |
| 6M | -34.6% | +1.7% | -36.3% | -35.6% |
| YTD | +2.9% | -17.4% | +20.3% | +5.2% |
| 1Y | +3.3% | -1.9% | +5.2% | +0.8% |
| All | +3.3% | -5.3% | +8.5% | +0.8% |
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