-13.3%
TSLA vs CAT
+5.5%
-18.8%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -5.2% | +1.9% | -1.3% |
| 7D | -4.7% | -17.1% | +12.4% | +2.3% |
| 30D | +1.7% | -30.1% | +31.8% | +16.8% |
| 3M | +17.7% | -32.4% | +50.1% | +36.7% |
| 6M | -1.9% | -32.1% | +30.3% | +13.0% |
| YTD | -14.3% | +4.1% | -18.4% | -19.9% |
| 1Y | -13.3% | +8.9% | -22.2% | -27.9% |
| All | -13.3% | +5.5% | -18.8% | -27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAT.
Daily Out/Under-Performance
Portfolio return minus CAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAT 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 CAT 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