+213.4%
CAT vs VIVK
-100.0%
+313.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -14.3% | +17.2% | +3.1% |
| 7D | +1.7% | -48.0% | +49.7% | +2.5% |
| 30D | -24.6% | -88.4% | +63.9% | -22.5% |
| 3M | -28.5% | -98.7% | +70.2% | -24.7% |
| 6M | -34.8% | -100.0% | +65.1% | -28.8% |
| YTD | +5.9% | -100.0% | +105.9% | +13.3% |
| 1Y | +6.8% | -100.0% | +106.8% | +19.4% |
| 3Y | +161.1% | -100.0% | +261.1% | +188.8% |
| 5Y | +213.4% | -100.0% | +313.4% | +248.8% |
| All | +213.4% | -100.0% | +313.4% | +248.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling