+6.8%
CAT vs VLTO
+21.6%
-14.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.5% | +2.4% | +3.0% |
| 7D | +1.7% | +1.5% | +0.2% | +2.0% |
| 30D | -24.6% | +20.9% | -45.5% | -22.1% |
| 3M | -28.5% | +21.4% | -49.9% | -26.1% |
| 6M | -34.8% | +37.6% | -72.4% | -32.9% |
| YTD | +5.9% | +19.5% | -13.6% | +11.9% |
| 1Y | +6.8% | +22.0% | -15.2% | +12.6% |
| All | +6.8% | +21.6% | -14.7% | +12.6% |
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