+143.9%
CAT vs VLO
+194.5%
-50.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +1.2% |
| 7D | -10.3% | -13.3% | +3.0% | -7.3% |
| 30D | -31.2% | -18.3% | -12.9% | -28.2% |
| 3M | -34.7% | +14.3% | -49.0% | -37.3% |
| 6M | -39.5% | +47.6% | -87.1% | -46.0% |
| YTD | -1.7% | +116.0% | -117.6% | -24.9% |
| 1Y | -1.1% | +101.0% | -102.1% | -22.6% |
| 3Y | +143.9% | +199.0% | -55.2% | +55.0% |
| All | +143.9% | +194.5% | -50.7% | +55.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling