+1,169.4%
CAT vs VT
+363.9%
+805.5%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.7% | -6.9% | -7.2% |
| 7D | -17.1% | -0.3% | -16.8% | -16.9% |
| 30D | -30.1% | -1.4% | -28.7% | -28.9% |
| 3M | -32.4% | -1.4% | -31.0% | -31.2% |
| 6M | -32.1% | +5.5% | -37.6% | -35.6% |
| YTD | +4.1% | +12.8% | -8.7% | -8.1% |
| 1Y | +8.9% | +15.4% | -6.5% | -6.1% |
| 3Y | +155.5% | +76.9% | +78.6% | +37.6% |
| 5Y | +215.5% | +60.4% | +155.1% | +88.3% |
| 10Y | +788.9% | +232.8% | +556.1% | +136.2% |
| All | +1,169.4% | +363.9% | +805.5% | +139.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling