+718.0%
CAT vs VST
+996.4%
-278.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -6.2% | -0.2% | -4.7% |
| 7D | -14.5% | -19.9% | +5.4% | -9.4% |
| 30D | -35.7% | -29.7% | -6.1% | -29.7% |
| 3M | -36.3% | -19.6% | -16.7% | -32.8% |
| 6M | -38.5% | -29.4% | -9.1% | -33.1% |
| YTD | -2.5% | -29.7% | +27.2% | +5.2% |
| 1Y | -1.9% | -40.0% | +38.1% | +9.9% |
| 3Y | +139.2% | +231.0% | -91.8% | +43.6% |
| 5Y | +192.1% | +500.1% | -307.9% | +40.5% |
| All | +718.0% | +996.4% | -278.4% | +257.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling