+24,826.2%
CAT vs VICR
+12,032.5%
+12,793.7%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.5% | -3.8% | +0.8% |
| 7D | +1.7% | +0.4% | +1.3% | +1.6% |
| 30D | -6.6% | -13.9% | +7.4% | -4.4% |
| 3M | -13.3% | -38.4% | +25.1% | -7.0% |
| 6M | +11.6% | -7.2% | +18.8% | +9.7% |
| YTD | +42.9% | +72.0% | -29.1% | +26.2% |
| 1Y | +95.4% | +263.3% | -167.9% | +50.3% |
| 3Y | +196.6% | +173.3% | +23.3% | +125.5% |
| 5Y | +321.7% | +47.3% | +274.4% | +225.7% |
| 10Y | +1,140.8% | +1,495.2% | -354.4% | +493.6% |
| All | +24,826.2% | +12,032.5% | +12,793.7% | +6,846.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling