+326.0%
CAT vs VST
+761.6%
-435.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.5% | -1.8% | +1.0% |
| 7D | +1.7% | +8.9% | -7.2% | -0.2% |
| 30D | -6.6% | +6.2% | -12.8% | -7.8% |
| 3M | -13.3% | -2.7% | -10.6% | -12.8% |
| 6M | +11.6% | -8.4% | +20.0% | +13.1% |
| YTD | +42.9% | -7.2% | +50.2% | +43.9% |
| 1Y | +95.4% | -20.9% | +116.3% | +101.9% |
| 3Y | +196.6% | +384.0% | -187.4% | +81.7% |
| All | +326.0% | +761.6% | -435.6% | +130.4% |
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