+8.9%
CAT vs VIVK
-100.0%
+108.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -27.5% | +22.2% | -5.1% |
| 7D | -17.1% | -68.7% | +51.5% | -16.7% |
| 30D | -30.1% | -90.0% | +59.9% | -29.6% |
| 3M | -32.4% | -98.1% | +65.7% | -31.9% |
| 6M | -32.1% | -99.9% | +67.8% | -31.4% |
| YTD | +4.1% | -99.9% | +104.0% | +4.0% |
| 1Y | +8.9% | -100.0% | +108.9% | +6.4% |
| All | +8.9% | -100.0% | +108.9% | +6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 1y: compounded portfolio wealth divided by compounded VIVK 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…
1y analysis · Full analysis span regression · 6 months rolling