+207.3%
CAT vs VSXY
+121.1%
+86.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.4% | +0.1% | -2.1% |
| 7D | -6.3% | +10.2% | -16.5% | -7.6% |
| 30D | -26.8% | +33.6% | -60.4% | -29.8% |
| 3M | -30.0% | +10.8% | -40.8% | -31.4% |
| 6M | -34.6% | +130.5% | -165.1% | -43.3% |
| YTD | +2.9% | +104.4% | -101.5% | -9.8% |
| 1Y | +3.3% | +216.5% | -213.2% | -15.5% |
| 3Y | +153.7% | +465.9% | -312.2% | +79.6% |
| 5Y | +207.3% | +123.1% | +84.2% | +142.1% |
| All | +207.3% | +121.1% | +86.2% | +142.1% |
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