+1,123.7%
CAT vs VIAV
+401.3%
+722.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.5% | +3.2% | +0.2% |
| 7D | +0.6% | +11.2% | -10.6% | -3.0% |
| 30D | -4.5% | -2.6% | -1.9% | -4.4% |
| 3M | -5.8% | -20.1% | +14.3% | -0.6% |
| 6M | +12.7% | +25.8% | -13.1% | +1.7% |
| YTD | +41.4% | +109.9% | -68.5% | +6.7% |
| 1Y | +92.1% | +214.3% | -122.2% | +25.7% |
| 3Y | +197.5% | +281.6% | -84.2% | +75.3% |
| 5Y | +327.9% | +132.6% | +195.3% | +191.7% |
| All | +1,123.7% | +401.3% | +722.4% | +526.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VIAV.
Daily Out/Under-Performance
Portfolio return minus VIAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIAV 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 10y: compounded portfolio wealth divided by compounded VIAV 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…
10y analysis · Full analysis span regression · 6 months rolling