+1,344.0%
CAT vs VCLT
+102.2%
+1,241.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | -10.3% | +0.3% | -10.6% | -10.3% |
| 30D | -31.2% | +3.7% | -34.9% | -31.1% |
| 3M | -34.7% | -1.0% | -33.7% | -34.7% |
| 6M | -39.5% | -3.4% | -36.1% | -39.5% |
| YTD | -1.7% | -2.6% | +1.0% | -1.7% |
| 1Y | -1.1% | -3.3% | +2.2% | -1.2% |
| 3Y | +143.9% | +17.3% | +126.5% | +148.0% |
| 5Y | +194.8% | -17.0% | +211.8% | +177.4% |
| 10Y | +739.8% | +18.1% | +721.6% | +819.1% |
| All | +1,344.0% | +102.2% | +1,241.8% | +2,366.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling