+183.3%
CAT vs VST
+561.4%
-378.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +10.6% | -9.6% | -1.5% |
| 7D | -10.3% | -9.8% | -0.5% | -8.3% |
| 30D | -31.2% | -25.1% | -6.1% | -26.7% |
| 3M | -34.7% | -11.6% | -23.1% | -33.1% |
| 6M | -39.5% | -20.9% | -18.6% | -36.6% |
| YTD | -1.7% | -22.3% | +20.6% | +2.6% |
| 1Y | -1.1% | -32.0% | +30.9% | +5.7% |
| 3Y | +143.9% | +262.4% | -118.5% | +54.3% |
| All | +183.3% | +561.4% | -378.2% | +42.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling