+25,808.1%
CAT vs VLO
+35,889.1%
-10,081.0%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +1.7% | +5.2% | -3.5% | +0.2% |
| 30D | -6.6% | +22.6% | -29.2% | -12.1% |
| 3M | -13.3% | +43.8% | -57.1% | -22.5% |
| 6M | +11.6% | +65.7% | -54.1% | -5.5% |
| YTD | +42.9% | +131.1% | -88.2% | +9.2% |
| 1Y | +95.4% | +143.6% | -48.2% | +46.2% |
| 3Y | +196.6% | +201.4% | -4.8% | +104.6% |
| 5Y | +321.7% | +568.9% | -247.2% | +124.3% |
| 10Y | +1,140.8% | +891.8% | +249.0% | +454.7% |
| All | +25,808.1% | +35,889.1% | -10,081.0% | +5,366.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling