+695.3%
CAT vs VCLT
+22.0%
+673.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +0.9% |
| 7D | +9.3% | -1.9% | +11.2% | +9.8% |
| 30D | -21.5% | +1.4% | -22.9% | -21.8% |
| 3M | -29.1% | -1.8% | -27.3% | -28.8% |
| 6M | -33.4% | -3.9% | -29.5% | -32.8% |
| YTD | +6.6% | -3.9% | +10.5% | +7.5% |
| 1Y | +6.5% | -4.7% | +11.2% | +7.7% |
| 3Y | +162.7% | +14.1% | +148.6% | +158.2% |
| 5Y | +214.2% | -16.6% | +230.8% | +212.6% |
| All | +695.3% | +22.0% | +673.3% | +722.2% |
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