+95.4%
CAT vs VSXY
+224.6%
-129.1%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.6% | -0.9% | +1.4% |
| 7D | +1.7% | -14.0% | +15.7% | +3.5% |
| 30D | -6.6% | -15.9% | +9.4% | -4.8% |
| 3M | -13.3% | +3.4% | -16.7% | -14.6% |
| 6M | +11.6% | +25.9% | -14.3% | +4.2% |
| YTD | +42.9% | +39.5% | +3.5% | +30.7% |
| 1Y | +95.4% | +194.4% | -98.9% | +51.8% |
| All | +95.4% | +224.6% | -129.1% | +51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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