-1.1%
CAT vs VLO
+105.7%
-106.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +0.9% |
| 7D | -10.3% | -13.3% | +3.0% | -10.4% |
| 30D | -31.2% | -18.3% | -12.9% | -31.3% |
| 3M | -34.7% | +14.3% | -49.0% | -33.9% |
| 6M | -39.5% | +47.6% | -87.1% | -37.8% |
| YTD | -1.7% | +116.0% | -117.6% | -5.4% |
| 1Y | -1.1% | +101.0% | -102.1% | -4.6% |
| All | -1.1% | +105.7% | -106.8% | -4.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling