+8.9%
CAT vs VLTO
+18.3%
-9.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.6% | -5.8% | -5.1% |
| 7D | -17.1% | +13.8% | -30.9% | -15.1% |
| 30D | -30.1% | +21.2% | -51.3% | -27.9% |
| 3M | -32.4% | +21.5% | -53.9% | -30.2% |
| 6M | -32.1% | +33.0% | -65.1% | -30.1% |
| YTD | +4.1% | +17.8% | -13.7% | +9.7% |
| 1Y | +8.9% | +18.1% | -9.2% | +15.0% |
| All | +8.9% | +18.3% | -9.4% | +15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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