-7.7%
TSLA vs CAT
+7.0%
-14.7%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.4% |
| 7D | +15.6% | +9.3% | +6.3% | +11.3% |
| 30D | +5.9% | -21.5% | +27.4% | +16.0% |
| 3M | +21.4% | -29.1% | +50.4% | +37.8% |
| 6M | -8.3% | -33.4% | +25.1% | +5.9% |
| YTD | -11.6% | +6.6% | -18.2% | -15.9% |
| 1Y | -7.7% | +6.5% | -14.2% | -16.2% |
| All | -7.7% | +7.0% | -14.7% | -16.2% |
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