+95.4%
CAT vs VMC
-8.5%
+104.0%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +1.2% |
| 7D | +1.7% | -4.3% | +6.0% | +4.0% |
| 30D | -6.6% | -8.2% | +1.7% | -2.4% |
| 3M | -13.3% | -7.0% | -6.2% | -10.9% |
| 6M | +11.6% | -10.8% | +22.4% | +17.6% |
| YTD | +42.9% | -7.4% | +50.3% | +43.2% |
| 1Y | +95.4% | -9.5% | +104.9% | +100.4% |
| All | +95.4% | -8.5% | +104.0% | +100.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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