-12.2%
TSLA vs CAT
-33.1%
+21.0%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.9% | 0.0% | +1.4% |
| 7D | +1.5% | +1.7% | -0.3% | +0.7% |
| 30D | +3.4% | -24.6% | +27.9% | +16.8% |
| 3M | +17.4% | -28.5% | +45.9% | +35.3% |
| 6M | -12.2% | -34.8% | +22.6% | +2.2% |
| All | -12.2% | -33.1% | +21.0% | +2.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling