+1,123.7%
CAT vs VIVK
-100.0%
+1,223.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.4% | -3.7% | -1.3% |
| 7D | +0.6% | -9.5% | +10.1% | +0.7% |
| 30D | -4.5% | -35.1% | +30.6% | -4.2% |
| 3M | -5.8% | -93.4% | +87.6% | -4.3% |
| 6M | +12.7% | -98.0% | +110.7% | +15.0% |
| YTD | +41.4% | -97.9% | +139.2% | +43.3% |
| 1Y | +92.1% | -100.0% | +192.0% | +100.2% |
| 3Y | +197.5% | -100.0% | +297.4% | +208.0% |
| 5Y | +327.9% | -100.0% | +427.9% | +342.8% |
| All | +1,123.7% | -100.0% | +1,223.7% | +1,159.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling