+1,157.1%
CAT vs VCLT
+16.9%
+1,140.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | +2.9% | 0.0% | +2.9% | +2.9% |
| 30D | -2.6% | +0.1% | -2.7% | -2.7% |
| 3M | -10.7% | -2.9% | -7.8% | -10.1% |
| 6M | +16.1% | -4.0% | +20.1% | +17.1% |
| YTD | +43.2% | -2.2% | +45.5% | +44.0% |
| 1Y | +96.8% | -2.6% | +99.4% | +98.0% |
| 3Y | +201.4% | +12.3% | +189.1% | +196.4% |
| 5Y | +332.7% | -16.4% | +349.1% | +328.0% |
| 10Y | +1,157.1% | +18.1% | +1,139.0% | +1,211.9% |
| All | +1,157.1% | +16.9% | +1,140.2% | +1,211.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 10y: compounded portfolio wealth divided by compounded VCLT 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…
10y analysis · Full analysis span regression · 6 months rolling