-1.1%
CAT vs VFC
+41.4%
-42.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | -10.3% | +11.2% | -21.5% | -12.3% |
| 30D | -31.2% | +41.5% | -72.7% | -37.0% |
| 3M | -34.7% | +38.9% | -73.6% | -40.0% |
| 6M | -39.5% | +6.1% | -45.6% | -40.3% |
| YTD | -1.7% | +14.5% | -16.2% | -7.1% |
| 1Y | -1.1% | +46.0% | -47.1% | -7.2% |
| All | -1.1% | +41.4% | -42.5% | -7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 1y: compounded portfolio wealth divided by compounded VFC 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…
1y analysis · Full analysis span regression · 6 months rolling