+18,480.2%
CAT vs VICR
+10,497.2%
+7,983.1%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.6% | +1.0% |
| 7D | +9.3% | +21.9% | -12.6% | +5.6% |
| 30D | -21.5% | -38.4% | +16.9% | -15.4% |
| 3M | -29.1% | -27.2% | -1.9% | -26.5% |
| 6M | -33.4% | -43.7% | +10.3% | -29.0% |
| YTD | +6.6% | +50.3% | -43.7% | -5.2% |
| 1Y | +6.5% | +74.6% | -68.0% | -7.7% |
| 3Y | +162.7% | +351.2% | -188.5% | +82.7% |
| 5Y | +214.2% | +2.5% | +211.7% | +154.6% |
| 10Y | +705.2% | +1,031.9% | -326.7% | +302.0% |
| All | +18,480.2% | +10,497.2% | +7,983.1% | +5,117.6% |
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 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