+333.5%
CAT vs VIVK
-100.0%
+433.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +7.7% | -6.6% | +0.9% |
| 7D | +5.6% | +13.1% | -7.5% | +5.4% |
| 30D | -2.3% | -29.7% | +27.3% | -2.0% |
| 3M | -10.0% | -93.0% | +83.0% | -7.7% |
| 6M | +21.2% | -98.0% | +119.2% | +25.4% |
| YTD | +44.4% | -97.8% | +142.2% | +47.3% |
| 1Y | +96.3% | -100.0% | +196.3% | +113.1% |
| 3Y | +203.9% | -100.0% | +303.9% | +221.8% |
| 5Y | +333.5% | -100.0% | +433.5% | +359.9% |
| All | +333.5% | -100.0% | +433.5% | +359.9% |
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