-1.1%
CAT vs ALK
-6.6%
+5.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.7% |
| 7D | -10.3% | +9.0% | -19.3% | -12.7% |
| 30D | -31.2% | -1.6% | -29.6% | -30.9% |
| 3M | -34.7% | -23.2% | -11.5% | -29.3% |
| 6M | -39.5% | -3.9% | -35.6% | -39.5% |
| YTD | -1.7% | -22.6% | +20.9% | +2.2% |
| 1Y | -1.1% | -5.3% | +4.2% | -1.2% |
| All | -1.1% | -6.6% | +5.5% | -1.2% |
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