+220.3%
CAT vs VLTO
+27.2%
+193.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +2.2% |
| 7D | +1.7% | -2.3% | +4.0% | +2.4% |
| 30D | -6.6% | -0.9% | -5.7% | -6.4% |
| 3M | -13.3% | +13.8% | -27.1% | -17.8% |
| 6M | +11.6% | +2.0% | +9.6% | +10.4% |
| YTD | +42.9% | -3.2% | +46.1% | +44.3% |
| 1Y | +95.4% | -9.2% | +104.6% | +102.6% |
| All | +220.3% | +27.2% | +193.1% | +189.7% |
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 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