+40.8%
TSLA vs CAT
+202.2%
-161.4%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.7% | -7.6% | -6.9% |
| 7D | +1.5% | +1.7% | -0.2% | +0.5% |
| 30D | +10.1% | -6.6% | +16.7% | +14.2% |
| 3M | -15.4% | -13.3% | -2.1% | -9.1% |
| 6M | -12.8% | +11.6% | -24.4% | -21.1% |
| YTD | -21.3% | +42.9% | -64.2% | -40.5% |
| 1Y | +4.6% | +95.4% | -90.8% | -38.7% |
| All | +40.8% | +202.2% | -161.4% | -42.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling