+6.8%
CAT vs VSXY
+211.8%
-205.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.8% | +3.7% | +3.0% |
| 7D | +1.7% | +0.8% | +0.9% | +1.7% |
| 30D | -24.6% | +24.0% | -48.6% | -26.2% |
| 3M | -28.5% | +16.7% | -45.2% | -29.8% |
| 6M | -34.8% | +138.6% | -173.4% | -42.7% |
| YTD | +5.9% | +102.8% | -96.9% | -5.4% |
| 1Y | +6.8% | +214.2% | -207.3% | -4.3% |
| All | +6.8% | +211.8% | -205.0% | -4.3% |
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