+3,481.0%
CAT vs VO
+827.2%
+2,653.8%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +2.0% |
| 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% | +2.2% |
| YTD | +42.9% | +14.2% | +28.8% | +25.3% |
| 1Y | +95.4% | +15.3% | +80.2% | +69.7% |
| 3Y | +196.6% | +56.2% | +140.3% | +87.5% |
| 5Y | +321.7% | +42.4% | +279.2% | +189.4% |
| 10Y | +1,140.8% | +194.7% | +946.0% | +281.7% |
| All | +3,481.0% | +827.2% | +2,653.8% | +211.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling