+22,131.9%
TSLA vs CAT
+1,819.9%
+20,312.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.7% | -7.6% | -6.8% |
| 7D | +1.5% | +1.7% | -0.2% | +0.6% |
| 30D | +10.1% | -6.6% | +16.7% | +13.6% |
| 3M | -15.4% | -13.3% | -2.1% | -9.9% |
| 6M | -12.8% | +11.6% | -24.4% | -18.8% |
| YTD | -21.3% | +42.9% | -64.2% | -35.7% |
| 1Y | +4.6% | +95.4% | -90.8% | -27.6% |
| 3Y | +44.5% | +196.6% | -152.1% | -18.6% |
| 5Y | +44.8% | +321.7% | -276.9% | -32.4% |
| 10Y | +2,585.4% | +1,140.8% | +1,444.6% | +558.9% |
| All | +22,131.9% | +1,819.9% | +20,312.0% | +3,876.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling