+326.0%
CAT vs VT
+66.2%
+259.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +1.7% | +0.4% | +1.3% | +1.2% |
| 30D | -6.6% | +1.0% | -7.5% | -7.6% |
| 3M | -13.3% | +2.4% | -15.7% | -15.2% |
| 6M | +11.6% | +12.0% | -0.4% | -1.2% |
| YTD | +42.9% | +15.3% | +27.6% | +22.8% |
| 1Y | +95.4% | +22.6% | +72.9% | +57.4% |
| 3Y | +196.6% | +74.7% | +121.9% | +68.1% |
| All | +326.0% | +66.2% | +259.8% | +146.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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