+201.7%
CAT vs VCLT
+13.1%
+188.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | +1.7% | -0.5% | +2.2% | +2.1% |
| 30D | -6.6% | -0.9% | -5.7% | -6.0% |
| 3M | -13.3% | -3.2% | -10.0% | -11.3% |
| 6M | +11.6% | -3.8% | +15.4% | +14.5% |
| YTD | +42.9% | -2.0% | +45.0% | +45.1% |
| 1Y | +95.4% | -0.8% | +96.2% | +96.9% |
| All | +201.7% | +13.1% | +188.6% | +168.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling