-32.1%
CAT vs VT
+5.0%
-37.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.7% | -6.9% | -8.3% |
| 7D | -17.1% | -0.3% | -16.8% | -16.6% |
| 30D | -30.1% | -1.4% | -28.7% | -28.0% |
| 3M | -32.4% | -1.4% | -31.0% | -30.4% |
| 6M | -32.1% | +5.5% | -37.6% | -38.9% |
| All | -32.1% | +5.0% | -37.1% | -38.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling