+158.3%
CAT vs VRSN
+53.7%
+104.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | +7.4% | +1.4% | +6.0% | +7.5% |
| 30D | -19.7% | +3.9% | -23.5% | -19.5% |
| 3M | -29.6% | +9.3% | -38.9% | -29.2% |
| 6M | -33.2% | +6.7% | -39.9% | -32.3% |
| YTD | +5.7% | +30.0% | -24.4% | +5.0% |
| 1Y | +9.3% | +26.0% | -16.7% | +9.3% |
| 3Y | +158.3% | +53.1% | +105.2% | +113.2% |
| All | +158.3% | +53.7% | +104.6% | +113.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling