+2,629.1%
CAT vs VIVK
-100.0%
+2,729.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -12.3% | +14.0% | +1.7% |
| 7D | +1.7% | -1.4% | +3.1% | +1.7% |
| 30D | -6.6% | -43.6% | +37.1% | -6.6% |
| 3M | -13.3% | -95.1% | +81.8% | -13.3% |
| 6M | +11.6% | -98.2% | +109.8% | +11.6% |
| YTD | +42.9% | -97.9% | +140.9% | +43.0% |
| 1Y | +95.4% | -100.0% | +195.4% | +95.5% |
| 3Y | +196.6% | -100.0% | +296.6% | +196.7% |
| 5Y | +321.7% | -100.0% | +421.7% | +321.7% |
| 10Y | +1,140.8% | -100.0% | +1,240.8% | +1,148.4% |
| All | +2,629.1% | -100.0% | +2,729.1% | +2,817.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling