+374.3%
CAT vs VRT
+1,680.7%
-1,306.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -14.0% | +7.7% | -3.0% |
| 7D | -14.5% | -28.1% | +13.7% | -7.7% |
| 30D | -35.7% | -30.2% | -5.5% | -30.4% |
| 3M | -36.3% | -36.4% | +0.1% | -29.7% |
| 6M | -38.5% | -48.2% | +9.6% | -29.4% |
| YTD | -2.5% | +9.2% | -11.7% | -4.9% |
| 1Y | -1.9% | -7.2% | +5.3% | -1.4% |
| 3Y | +139.2% | +338.7% | -199.5% | +65.8% |
| 5Y | +192.1% | +542.8% | -350.7% | +73.6% |
| All | +374.3% | +1,680.7% | -1,306.4% | +139.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling