-7.6%
TSLA vs CAT
+181.1%
-188.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.9% | +3.3% | +3.7% |
| 7D | -10.4% | -10.3% | -0.1% | -4.7% |
| 30D | -5.2% | -31.2% | +26.0% | +16.4% |
| 3M | +12.1% | -34.7% | +46.8% | +40.9% |
| 6M | -10.2% | -39.5% | +29.3% | +16.8% |
| YTD | -20.3% | -1.7% | -18.7% | -24.0% |
| 1Y | -19.7% | -1.1% | -18.5% | -23.7% |
| 3Y | +63.4% | +143.9% | -80.5% | -11.6% |
| All | -7.6% | +181.1% | -188.7% | -57.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling