+4,620.9%
CAT vs VRSN
+7,034.5%
-2,413.6%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.1% |
| 7D | -10.3% | +0.5% | -10.8% | -10.4% |
| 30D | -31.2% | +4.9% | -36.1% | -31.7% |
| 3M | -34.7% | +5.8% | -40.5% | -35.3% |
| 6M | -39.5% | +12.6% | -52.0% | -41.0% |
| YTD | -1.7% | +28.2% | -29.9% | -6.4% |
| 1Y | -1.1% | +30.4% | -31.6% | -6.2% |
| 3Y | +143.9% | +54.6% | +89.3% | +124.0% |
| 5Y | +194.8% | +35.1% | +159.7% | +174.7% |
| 10Y | +739.8% | +294.0% | +445.8% | +566.8% |
| All | +4,620.9% | +7,034.5% | -2,413.6% | +2,059.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling