+1,123.7%
CAT vs VICR
+1,501.2%
-377.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.2% | +1.9% | -0.7% |
| 7D | +0.6% | -0.4% | +1.0% | +0.6% |
| 30D | -4.5% | -15.6% | +11.0% | -1.8% |
| 3M | -5.8% | -35.4% | +29.6% | +0.7% |
| 6M | +12.7% | +1.3% | +11.5% | +9.4% |
| YTD | +41.4% | +62.5% | -21.1% | +25.7% |
| 1Y | +92.1% | +255.5% | -163.4% | +47.6% |
| 3Y | +197.5% | +182.0% | +15.5% | +123.5% |
| 5Y | +327.9% | +42.9% | +285.0% | +234.8% |
| All | +1,123.7% | +1,501.2% | -377.5% | +413.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling