+5.8%
CAT vs VRT
+6.7%
-0.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +9.6% | -2.4% | +3.4% |
| 7D | -2.4% | -10.6% | +8.2% | +1.4% |
| 30D | -25.0% | -17.4% | -7.6% | -20.1% |
| 3M | -28.7% | -26.4% | -2.3% | -20.9% |
| 6M | -33.0% | -41.0% | +8.0% | -19.8% |
| YTD | +5.4% | +23.8% | -18.4% | -3.7% |
| All | +5.8% | +6.7% | -0.9% | +0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VRT.
Daily Out/Under-Performance
Portfolio return minus VRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRT 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 VRT 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