+5,889.3%
CAT vs VSAT
+1,246.3%
+4,643.0%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +7.7% | -6.8% | -0.3% |
| 7D | -10.3% | -17.0% | +6.7% | -7.6% |
| 30D | -31.2% | -9.8% | -21.4% | -30.3% |
| 3M | -34.7% | -22.0% | -12.7% | -32.4% |
| 6M | -39.5% | -5.0% | -34.5% | -40.1% |
| YTD | -1.7% | +85.6% | -87.2% | -13.3% |
| 1Y | -1.1% | +80.2% | -81.3% | -12.8% |
| 3Y | +143.9% | +250.0% | -106.2% | +73.1% |
| 5Y | +194.8% | -4.6% | +199.3% | +143.8% |
| 10Y | +739.8% | -7.2% | +747.0% | +566.4% |
| All | +5,889.3% | +1,246.3% | +4,643.0% | +2,856.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VSAT.
Daily Out/Under-Performance
Portfolio return minus VSAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSAT 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 VSAT 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