+2,883.7%
TSLA vs CAT
+725.4%
+2,158.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +7.2% | -1.7% | +2.1% |
| 7D | -6.4% | -2.4% | -4.0% | -5.1% |
| 30D | -1.2% | -25.0% | +23.8% | +12.9% |
| 3M | +15.1% | -28.7% | +43.8% | +34.2% |
| 6M | -11.7% | -33.0% | +21.2% | +5.4% |
| YTD | -15.9% | +5.4% | -21.4% | -20.4% |
| 1Y | -12.0% | +7.3% | -19.2% | -17.4% |
| 3Y | +80.0% | +166.0% | -86.0% | +10.3% |
| 5Y | +10.8% | +210.1% | -199.3% | -37.6% |
| 10Y | +2,883.7% | +712.5% | +2,171.1% | +1,058.7% |
| All | +2,883.7% | +725.4% | +2,158.3% | +1,058.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling