+183.3%
CAT vs VO
+32.6%
+150.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +1.1% |
| 7D | -10.3% | -2.6% | -7.7% | -7.7% |
| 30D | -31.2% | -0.9% | -30.2% | -30.5% |
| 3M | -34.7% | -3.0% | -31.6% | -32.4% |
| 6M | -39.5% | +2.2% | -41.7% | -40.4% |
| YTD | -1.7% | +10.6% | -12.2% | -10.1% |
| 1Y | -1.1% | +12.5% | -13.6% | -11.0% |
| 3Y | +143.9% | +61.4% | +82.5% | +60.9% |
| All | +183.3% | +32.6% | +150.6% | +108.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling