+333.5%
CAT vs VICR
+53.8%
+279.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.5% | -1.5% | +0.7% |
| 7D | +5.6% | +9.8% | -4.3% | +4.0% |
| 30D | -2.3% | -12.6% | +10.3% | -0.5% |
| 3M | -10.0% | -29.7% | +19.7% | -5.9% |
| 6M | +21.2% | +18.8% | +2.4% | +16.3% |
| YTD | +44.4% | +76.4% | -31.9% | +31.3% |
| 1Y | +96.3% | +282.4% | -186.1% | +60.7% |
| 3Y | +203.9% | +206.2% | -2.3% | +143.5% |
| 5Y | +333.5% | +53.9% | +279.6% | +249.6% |
| All | +333.5% | +53.8% | +279.7% | +249.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling