+8.9%
CAT vs VST
-35.7%
+44.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -13.8% | +8.6% | -0.4% |
| 7D | -17.1% | -15.7% | -1.4% | -12.2% |
| 30D | -30.1% | -17.0% | -13.1% | -26.0% |
| 3M | -32.4% | -15.9% | -16.5% | -28.8% |
| 6M | -32.1% | -25.0% | -7.1% | -26.1% |
| YTD | +4.1% | -25.1% | +29.2% | +11.8% |
| 1Y | +8.9% | -34.9% | +43.8% | +21.5% |
| All | +8.9% | -35.7% | +44.6% | +21.5% |
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