+203.9%
CAT vs VICR
+201.6%
+2.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.5% | -1.5% | +0.6% |
| 7D | +5.6% | +9.8% | -4.3% | +3.6% |
| 30D | -2.3% | -12.6% | +10.3% | -0.1% |
| 3M | -10.0% | -29.7% | +19.7% | -4.8% |
| 6M | +21.2% | +18.8% | +2.4% | +14.7% |
| YTD | +44.4% | +76.4% | -31.9% | +27.6% |
| 1Y | +96.3% | +282.4% | -186.1% | +51.6% |
| 3Y | +203.9% | +206.2% | -2.3% | +132.3% |
| All | +203.9% | +201.6% | +2.3% | +132.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling