+183.3%
CAT vs VCLT
-16.9%
+200.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | -10.3% | +0.3% | -10.6% | -10.4% |
| 30D | -31.2% | +3.7% | -34.9% | -32.2% |
| 3M | -34.7% | -1.0% | -33.7% | -34.5% |
| 6M | -39.5% | -3.4% | -36.1% | -38.7% |
| YTD | -1.7% | -2.6% | +1.0% | -0.6% |
| 1Y | -1.1% | -3.3% | +2.2% | +0.2% |
| 3Y | +143.9% | +17.3% | +126.5% | +134.5% |
| All | +183.3% | -16.9% | +200.2% | +150.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling