+192.1%
CAT vs ALK
-33.9%
+226.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -3.2% | -3.1% | -5.4% |
| 7D | -14.5% | +7.1% | -21.5% | -16.5% |
| 30D | -35.7% | -3.0% | -32.7% | -35.5% |
| 3M | -36.3% | -25.6% | -10.6% | -30.8% |
| 6M | -38.5% | +0.5% | -39.0% | -39.8% |
| YTD | -2.5% | -23.1% | +20.5% | +2.5% |
| 1Y | -1.9% | -7.5% | +5.7% | -2.8% |
| 3Y | +139.2% | +15.3% | +123.9% | +102.4% |
| 5Y | +192.1% | -34.8% | +226.9% | +196.5% |
| All | +192.1% | -33.9% | +226.1% | +196.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling