+18,367.6%
CAT vs VICR
+10,716.6%
+7,651.0%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.0% | -1.1% | +2.2% |
| 7D | +1.7% | +5.7% | -3.9% | +0.7% |
| 30D | -24.6% | -35.2% | +10.6% | -19.4% |
| 3M | -28.5% | -20.3% | -8.2% | -27.0% |
| 6M | -34.8% | -46.3% | +11.5% | -30.0% |
| YTD | +5.9% | +53.4% | -47.5% | -6.1% |
| 1Y | +6.8% | +81.6% | -74.7% | -8.0% |
| 3Y | +161.1% | +360.5% | -199.5% | +81.0% |
| 5Y | +213.4% | +4.4% | +209.0% | +153.1% |
| 10Y | +700.3% | +1,055.3% | -355.0% | +298.2% |
| All | +18,367.6% | +10,716.6% | +7,651.0% | +5,068.2% |
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