+1,643.2%
CAT vs VT
+374.2%
+1,269.0%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -15.1% |
| 6M | +11.6% | +12.0% | -0.4% | -1.0% |
| YTD | +42.9% | +15.3% | +27.6% | +23.0% |
| 1Y | +95.4% | +22.6% | +72.9% | +57.2% |
| 3Y | +196.6% | +74.7% | +121.9% | +61.9% |
| 5Y | +321.7% | +66.1% | +255.5% | +141.7% |
| 10Y | +1,140.8% | +225.0% | +915.8% | +238.1% |
| All | +1,643.2% | +374.2% | +1,269.0% | +219.9% |
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 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