+202.7%
CAT vs VSXY
+352.7%
-150.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.1% | -1.4% | +1.3% |
| 7D | +0.6% | +0.1% | +0.4% | +0.5% |
| 30D | -4.3% | -18.7% | +14.3% | -2.1% |
| 3M | -8.6% | -4.0% | -4.7% | -8.8% |
| 6M | +16.1% | +67.5% | -51.4% | +6.4% |
| YTD | +43.8% | +39.7% | +4.1% | +34.1% |
| 1Y | +91.5% | +180.0% | -88.5% | +62.8% |
| 3Y | +202.7% | +337.3% | -134.6% | +138.8% |
| All | +202.7% | +352.7% | -150.0% | +138.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling