+8.9%
CAT vs VTR
+22.5%
-13.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +2.5% | -7.7% | -4.6% |
| 7D | -17.1% | +10.0% | -27.1% | -15.1% |
| 30D | -30.1% | +9.6% | -39.8% | -28.6% |
| 3M | -32.4% | -1.2% | -31.2% | -31.9% |
| 6M | -32.1% | +2.8% | -34.9% | -29.8% |
| YTD | +4.1% | +17.4% | -13.3% | +9.1% |
| 1Y | +8.9% | +22.0% | -13.1% | +18.6% |
| All | +8.9% | +22.5% | -13.6% | +18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 1y: compounded portfolio wealth divided by compounded VTR 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…
1y analysis · Full analysis span regression · 6 months rolling