+213.9%
CAT vs VLO
+476.5%
-262.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -1.2% |
| 7D | +7.4% | +9.6% | -2.2% | +4.6% |
| 30D | -19.7% | -17.4% | -2.3% | -15.3% |
| 3M | -29.6% | +10.8% | -40.4% | -32.3% |
| 6M | -33.2% | +56.9% | -90.1% | -42.8% |
| YTD | +5.7% | +136.8% | -131.1% | -23.2% |
| 1Y | +9.3% | +120.7% | -111.3% | -18.7% |
| 3Y | +158.3% | +231.9% | -73.6% | +59.9% |
| All | +213.9% | +476.5% | -262.6% | +50.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling