+17,723.7%
CAT vs VMC
+3,502.6%
+14,221.1%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.3% |
| 7D | -10.3% | +0.5% | -10.8% | -10.7% |
| 30D | -31.2% | +15.8% | -47.0% | -36.0% |
| 3M | -34.7% | +0.6% | -35.2% | -35.4% |
| 6M | -39.5% | -4.0% | -35.4% | -39.2% |
| YTD | -1.7% | -0.3% | -1.4% | -3.0% |
| 1Y | -1.1% | -0.5% | -0.6% | -2.3% |
| 3Y | +143.9% | +39.6% | +104.3% | +105.0% |
| 5Y | +194.8% | +50.1% | +144.7% | +136.8% |
| 10Y | +739.8% | +163.9% | +575.8% | +394.2% |
| All | +17,723.7% | +3,502.6% | +14,221.1% | +3,388.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling