+1,998.9%
CAT vs VCLT
+103.4%
+1,895.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | +1.7% | -0.5% | +2.2% | +1.7% |
| 30D | -6.6% | -0.9% | -5.7% | -6.6% |
| 3M | -13.3% | -3.2% | -10.0% | -13.4% |
| 6M | +11.6% | -3.8% | +15.4% | +11.4% |
| YTD | +42.9% | -2.0% | +45.0% | +42.9% |
| 1Y | +95.4% | -0.8% | +96.2% | +95.4% |
| 3Y | +196.6% | +12.3% | +184.3% | +199.4% |
| 5Y | +321.7% | -15.4% | +337.1% | +298.2% |
| 10Y | +1,140.8% | +15.7% | +1,125.1% | +1,234.8% |
| All | +1,998.9% | +103.4% | +1,895.5% | +3,485.4% |
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