+11,867.6%
CAT vs VIAV
+2,800.7%
+9,066.9%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +6.4% | -3.5% | +1.8% |
| 7D | +1.7% | +12.3% | -10.6% | -0.3% |
| 30D | -24.6% | -21.0% | -3.6% | -21.8% |
| 3M | -28.5% | -14.1% | -14.4% | -27.3% |
| 6M | -34.8% | -39.9% | +5.1% | -30.1% |
| YTD | +5.9% | +85.2% | -79.3% | -6.5% |
| 1Y | +6.8% | +84.3% | -77.4% | -5.6% |
| 3Y | +161.1% | +320.9% | -159.8% | +98.1% |
| 5Y | +213.4% | +117.5% | +95.9% | +160.9% |
| 10Y | +700.3% | +323.1% | +377.3% | +494.4% |
| All | +11,867.6% | +2,800.7% | +9,066.9% | +5,596.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling