+192.1%
CAT vs VT
+53.2%
+139.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -4.1% | -2.3% | -1.5% |
| 7D | -14.5% | -4.2% | -10.3% | -10.0% |
| 30D | -35.7% | -5.8% | -29.9% | -30.9% |
| 3M | -36.3% | -5.2% | -31.0% | -31.9% |
| 6M | -38.5% | +0.1% | -38.7% | -38.0% |
| YTD | -2.5% | +8.2% | -10.8% | -9.4% |
| 1Y | -1.9% | +10.1% | -12.0% | -10.4% |
| 3Y | +139.2% | +69.7% | +69.5% | +42.6% |
| 5Y | +192.1% | +53.4% | +138.8% | +85.6% |
| All | +192.1% | +53.2% | +139.0% | +85.6% |
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