-38.5%
CAT vs VLTO
+32.7%
-71.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.4% | -6.0% | -6.6% |
| 7D | -14.5% | +12.0% | -26.5% | -9.3% |
| 30D | -35.7% | +20.8% | -56.6% | -29.4% |
| 3M | -36.3% | +20.1% | -56.4% | -30.1% |
| 6M | -38.5% | +32.6% | -71.2% | -30.6% |
| All | -38.5% | +32.7% | -71.3% | -30.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling