+712.5%
CAT vs VO
+206.8%
+505.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +2.7% | +4.5% | +4.3% |
| 7D | -2.4% | -0.1% | -2.3% | -2.1% |
| 30D | -25.0% | +0.5% | -25.5% | -25.3% |
| 3M | -28.7% | -1.0% | -27.7% | -27.7% |
| 6M | -33.0% | +6.4% | -39.4% | -36.8% |
| YTD | +5.4% | +13.6% | -8.2% | -6.5% |
| 1Y | +7.3% | +14.5% | -7.2% | -5.5% |
| 3Y | +166.0% | +67.2% | +98.8% | +61.8% |
| 5Y | +210.1% | +36.1% | +174.0% | +129.7% |
| 10Y | +712.5% | +199.3% | +513.2% | +165.5% |
| All | +712.5% | +206.8% | +505.7% | +165.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 10y: compounded portfolio wealth divided by compounded VO 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…
10y analysis · Full analysis span regression · 6 months rolling