+120.4%
CAT vs VLTO
+54.8%
+65.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.8% |
| 7D | -10.3% | +5.4% | -15.7% | -11.4% |
| 30D | -31.2% | +22.3% | -53.5% | -34.8% |
| 3M | -34.7% | +19.6% | -54.3% | -37.7% |
| 6M | -39.5% | +35.2% | -74.6% | -45.1% |
| YTD | -1.7% | +17.9% | -19.5% | -5.8% |
| 1Y | -1.1% | +19.5% | -20.6% | -6.1% |
| 3Y | +143.9% | +73.9% | +69.9% | +104.2% |
| All | +120.4% | +54.8% | +65.5% | +89.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling