+183.3%
CAT vs VRT
+561.8%
-378.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.5% | -2.6% | +0.1% |
| 7D | -10.3% | -21.4% | +11.1% | -5.3% |
| 30D | -31.2% | -25.8% | -5.4% | -26.6% |
| 3M | -34.7% | -33.5% | -1.1% | -28.7% |
| 6M | -39.5% | -49.0% | +9.6% | -30.4% |
| YTD | -1.7% | +12.9% | -14.6% | -4.3% |
| 1Y | -1.1% | 0.0% | -1.1% | -1.8% |
| 3Y | +143.9% | +361.8% | -218.0% | +73.1% |
| All | +183.3% | +561.8% | -378.5% | +69.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling