+201.5%
CAT vs ALK
+2.1%
+199.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.2% | +1.3% |
| 7D | +1.7% | -0.7% | +2.4% | +1.9% |
| 30D | -6.6% | -19.2% | +12.7% | -1.0% |
| 3M | -13.3% | -1.5% | -11.8% | -13.4% |
| 6M | +11.6% | -13.1% | +24.7% | +13.9% |
| YTD | +42.9% | -16.4% | +59.4% | +46.8% |
| 1Y | +95.4% | -33.1% | +128.5% | +111.9% |
| All | +201.5% | +2.1% | +199.4% | +170.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling