+6.5%
CAT vs VRSN
+28.0%
-21.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.4% |
| 7D | +9.3% | +0.1% | +9.2% | +9.5% |
| 30D | -21.5% | +3.6% | -25.0% | -20.3% |
| 3M | -29.1% | +10.8% | -39.9% | -25.6% |
| 6M | -33.4% | +9.9% | -43.3% | -29.0% |
| YTD | +6.6% | +29.8% | -23.3% | +21.3% |
| 1Y | +6.5% | +26.3% | -19.8% | +21.4% |
| All | +6.5% | +28.0% | -21.5% | +21.4% |
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