+118.4%
CAT vs VLTO
+54.1%
+64.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.4% | -6.0% | -6.3% |
| 7D | -14.5% | +12.0% | -26.5% | -16.8% |
| 30D | -35.7% | +20.8% | -56.6% | -38.9% |
| 3M | -36.3% | +20.1% | -56.4% | -39.4% |
| 6M | -38.5% | +32.6% | -71.2% | -43.9% |
| YTD | -2.5% | +17.3% | -19.8% | -6.6% |
| 1Y | -1.9% | +17.3% | -19.2% | -6.1% |
| 3Y | +139.2% | +66.9% | +72.3% | +102.7% |
| All | +118.4% | +54.1% | +64.3% | +87.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling