+326.0%
CAT vs VCIT
+4.1%
+321.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +1.7% | -0.3% | +2.1% | +1.9% |
| 30D | -6.6% | -0.8% | -5.8% | -6.1% |
| 3M | -13.3% | -1.0% | -12.3% | -12.7% |
| 6M | +11.6% | -1.8% | +13.5% | +13.0% |
| YTD | +42.9% | -0.7% | +43.6% | +43.8% |
| 1Y | +95.4% | +1.0% | +94.5% | +94.8% |
| 3Y | +196.6% | +18.8% | +177.7% | +173.8% |
| All | +326.0% | +4.1% | +321.9% | +228.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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