+333.5%
CAT vs VSXY
+21.5%
+312.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.9% | -2.8% | +0.5% |
| 7D | +5.6% | -6.8% | +12.3% | +6.4% |
| 30D | -2.3% | -20.4% | +18.0% | +0.5% |
| 3M | -10.0% | +2.9% | -12.9% | -11.0% |
| 6M | +21.2% | +67.9% | -46.7% | +9.9% |
| YTD | +44.4% | +44.9% | -0.4% | +33.1% |
| 1Y | +96.3% | +205.9% | -109.6% | +61.2% |
| 3Y | +203.9% | +373.9% | -169.9% | +118.6% |
| 5Y | +333.5% | +23.5% | +310.0% | +274.5% |
| All | +333.5% | +21.5% | +312.0% | +274.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling