+8.9%
CAT vs VICR
+76.0%
-67.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -11.1% | +5.9% | -2.5% |
| 7D | -17.1% | -26.6% | +9.5% | -10.7% |
| 30D | -30.1% | -47.9% | +17.8% | -18.9% |
| 3M | -32.4% | -29.8% | -2.6% | -28.1% |
| 6M | -32.1% | -36.6% | +4.5% | -27.9% |
| YTD | +4.1% | +45.1% | -41.0% | -14.7% |
| 1Y | +8.9% | +80.0% | -71.1% | -17.3% |
| All | +8.9% | +76.0% | -67.1% | -17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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