+95.4%
CAT vs VRSN
+7.9%
+87.5%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.2% | +1.5% |
| 7D | +1.7% | +0.1% | +1.7% | +1.7% |
| 30D | -6.6% | -0.2% | -6.4% | -6.5% |
| 3M | -13.3% | -0.3% | -13.0% | -11.6% |
| 6M | +11.6% | +23.0% | -11.4% | +21.2% |
| YTD | +42.9% | +21.3% | +21.6% | +56.2% |
| 1Y | +95.4% | +6.7% | +88.7% | +119.6% |
| All | +95.4% | +7.9% | +87.5% | +119.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSN.
Daily Out/Under-Performance
Portfolio return minus VRSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSN 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 1y: compounded portfolio wealth divided by compounded VRSN 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…
1y analysis · Full analysis span regression · 6 months rolling