+136.8%
CAT vs VLTO
+56.4%
+80.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.5% | -1.0% |
| 7D | +7.4% | +1.0% | +6.5% | +7.2% |
| 30D | -19.7% | +17.5% | -37.1% | -22.9% |
| 3M | -29.6% | +21.4% | -51.0% | -33.2% |
| 6M | -33.2% | +38.1% | -71.3% | -39.8% |
| YTD | +5.7% | +19.0% | -13.4% | +0.9% |
| 1Y | +9.3% | +20.7% | -11.3% | +3.6% |
| 3Y | +158.3% | +64.3% | +94.0% | +120.0% |
| All | +136.8% | +56.4% | +80.4% | +102.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling