+96.3%
CAT vs VLO
+149.2%
-52.9%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.3% | -2.2% | +1.1% |
| 7D | +5.6% | +5.8% | -0.2% | +5.7% |
| 30D | -2.3% | +28.3% | -30.7% | -1.4% |
| 3M | -10.0% | +48.7% | -58.7% | -8.6% |
| 6M | +21.2% | +71.9% | -50.7% | +22.6% |
| YTD | +44.4% | +138.7% | -94.2% | +40.3% |
| 1Y | +96.3% | +148.5% | -52.2% | +93.8% |
| All | +96.3% | +149.2% | -52.9% | +93.8% |
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