+9.3%
CAT vs VLTO
+21.9%
-12.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.5% | -0.7% |
| 7D | +7.4% | +1.0% | +6.5% | +7.6% |
| 30D | -19.7% | +17.5% | -37.1% | -17.4% |
| 3M | -29.6% | +21.4% | -51.0% | -27.3% |
| 6M | -33.2% | +38.1% | -71.3% | -31.6% |
| YTD | +5.7% | +19.0% | -13.4% | +11.6% |
| 1Y | +9.3% | +20.7% | -11.3% | +15.3% |
| All | +9.3% | +21.9% | -12.5% | +15.3% |
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