+25,808.1%
CAT vs ALK
+839.9%
+24,968.2%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.2% |
| 3M | -13.3% | -1.5% | -11.8% | -13.4% |
| 6M | +11.6% | -13.1% | +24.7% | +14.3% |
| YTD | +42.9% | -16.4% | +59.4% | +47.3% |
| 1Y | +95.4% | -33.1% | +128.5% | +112.4% |
| 3Y | +196.6% | +0.6% | +196.0% | +178.0% |
| 5Y | +321.7% | -26.4% | +348.0% | +321.2% |
| 10Y | +1,140.8% | -34.2% | +1,174.9% | +1,080.2% |
| All | +25,808.1% | +839.9% | +24,968.2% | +8,743.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling