+95.4%
CAT vs VST
-20.6%
+116.0%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.5% | -1.8% | +0.5% |
| 7D | +1.7% | +8.9% | -7.2% | -1.2% |
| 30D | -6.6% | +6.2% | -12.8% | -8.5% |
| 3M | -13.3% | -2.7% | -10.6% | -12.7% |
| 6M | +11.6% | -8.4% | +20.0% | +13.4% |
| YTD | +42.9% | -7.2% | +50.2% | +43.8% |
| 1Y | +95.4% | -20.9% | +116.3% | +107.7% |
| All | +95.4% | -20.6% | +116.0% | +107.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 VST 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