+326.0%
CAT vs VO
+42.6%
+283.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.9% |
| 7D | +1.7% | -0.3% | +2.0% | +2.0% |
| 30D | -6.6% | -0.3% | -6.2% | -6.2% |
| 3M | -13.3% | +2.9% | -16.2% | -15.6% |
| 6M | +11.6% | +9.3% | +2.3% | +2.5% |
| YTD | +42.9% | +14.2% | +28.8% | +26.0% |
| 1Y | +95.4% | +15.3% | +80.2% | +70.9% |
| 3Y | +196.6% | +56.2% | +140.3% | +98.4% |
| All | +326.0% | +42.6% | +283.4% | +194.7% |
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