+326.0%
CAT vs ALK
-25.3%
+351.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.2% | +1.2% |
| 7D | +1.7% | -0.7% | +2.4% | +1.9% |
| 30D | -6.6% | -19.2% | +12.7% | -0.4% |
| 3M | -13.3% | -1.5% | -11.8% | -13.5% |
| 6M | +11.6% | -13.1% | +24.7% | +14.4% |
| YTD | +42.9% | -16.4% | +59.4% | +47.5% |
| 1Y | +95.4% | -33.1% | +128.5% | +114.7% |
| 3Y | +196.6% | +0.6% | +196.0% | +168.3% |
| All | +326.0% | -25.3% | +351.3% | +309.0% |
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