+6.3%
TSLA vs CAT
+96.4%
-90.1%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.0% | +2.9% | +3.6% |
| 7D | +3.4% | +5.6% | -2.2% | +1.3% |
| 30D | +12.0% | -2.3% | +14.4% | +12.8% |
| 3M | -10.0% | -10.0% | 0.0% | -7.1% |
| 6M | -7.2% | +21.2% | -28.4% | -14.3% |
| YTD | -18.1% | +44.4% | -62.6% | -28.5% |
| 1Y | +6.3% | +96.3% | -90.0% | -4.7% |
| All | +6.3% | +96.4% | -90.1% | -4.7% |
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 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