+24,440.0%
TSLA vs CAT
+1,322.4%
+23,117.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.9% | 0.0% | +1.5% |
| 7D | +1.5% | +1.7% | -0.3% | +0.8% |
| 30D | +3.4% | -24.6% | +27.9% | +18.5% |
| 3M | +17.4% | -28.5% | +45.9% | +37.6% |
| 6M | -12.2% | -34.8% | +22.6% | +7.1% |
| YTD | -13.1% | +5.9% | -19.0% | -18.0% |
| 1Y | -11.1% | +6.8% | -17.9% | -16.6% |
| 3Y | +82.1% | +161.1% | -79.0% | +9.4% |
| 5Y | +10.3% | +213.4% | -203.2% | -40.5% |
| 10Y | +3,009.1% | +700.3% | +2,308.8% | +855.5% |
| All | +24,440.0% | +1,322.4% | +23,117.5% | +4,966.4% |
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 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