+712.5%
CAT vs VLO
+791.1%
-78.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +3.0% | +4.2% | +6.2% |
| 7D | -2.4% | -6.5% | +4.1% | 0.0% |
| 30D | -25.0% | -17.8% | -7.3% | -20.0% |
| 3M | -28.7% | +19.6% | -48.3% | -33.7% |
| 6M | -33.0% | +49.3% | -82.3% | -42.9% |
| YTD | +5.4% | +122.4% | -117.0% | -24.1% |
| 1Y | +7.3% | +107.4% | -100.2% | -20.9% |
| 3Y | +166.0% | +223.1% | -57.0% | +61.2% |
| 5Y | +210.1% | +432.2% | -222.1% | +48.7% |
| 10Y | +712.5% | +743.6% | -31.1% | +238.7% |
| All | +712.5% | +791.1% | -78.5% | +238.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VLO.
Daily Out/Under-Performance
Portfolio return minus VLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLO 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 VLO 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