+213.4%
CAT vs VIAV
+116.1%
+97.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +6.4% | -3.5% | +1.1% |
| 7D | +1.7% | +12.3% | -10.6% | -1.8% |
| 30D | -24.6% | -21.0% | -3.6% | -20.1% |
| 3M | -28.5% | -14.1% | -14.4% | -26.7% |
| 6M | -34.8% | -39.9% | +5.1% | -27.4% |
| YTD | +5.9% | +85.2% | -79.3% | -12.4% |
| 1Y | +6.8% | +84.3% | -77.4% | -11.6% |
| 3Y | +161.1% | +320.9% | -159.8% | +69.0% |
| 5Y | +213.4% | +117.5% | +95.9% | +122.3% |
| All | +213.4% | +116.1% | +97.3% | +122.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling