+695.3%
CAT vs VIVK
-100.0%
+795.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -9.6% | +10.2% | +0.7% |
| 7D | +9.3% | -38.6% | +48.0% | +9.7% |
| 30D | -21.5% | -87.7% | +66.2% | -20.3% |
| 3M | -29.1% | -98.9% | +69.8% | -26.8% |
| 6M | -33.4% | -100.0% | +66.6% | -29.9% |
| YTD | +6.6% | -100.0% | +106.5% | +11.1% |
| 1Y | +6.5% | -100.0% | +106.5% | +13.3% |
| 3Y | +162.7% | -100.0% | +262.7% | +179.1% |
| 5Y | +214.2% | -100.0% | +314.2% | +234.5% |
| All | +695.3% | -100.0% | +795.3% | +791.7% |
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