-1.1%
CAT vs VLTO
+18.3%
-19.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +1.0% |
| 7D | -10.3% | +5.4% | -15.7% | -9.4% |
| 30D | -31.2% | +22.3% | -53.5% | -29.0% |
| 3M | -34.7% | +19.6% | -54.3% | -32.6% |
| 6M | -39.5% | +35.2% | -74.6% | -37.9% |
| YTD | -1.7% | +17.9% | -19.5% | +3.6% |
| 1Y | -1.1% | +19.5% | -20.6% | +4.2% |
| All | -1.1% | +18.3% | -19.4% | +4.2% |
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