+1,157.1%
CAT vs VTR
+87.8%
+1,069.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | +2.9% | -2.9% | +5.8% | +3.6% |
| 30D | -2.6% | -2.8% | +0.2% | -2.1% |
| 3M | -10.7% | +9.0% | -19.7% | -13.0% |
| 6M | +16.1% | +5.0% | +11.2% | +14.0% |
| YTD | +43.2% | +16.9% | +26.3% | +36.9% |
| 1Y | +96.8% | +34.3% | +62.5% | +81.2% |
| 3Y | +201.4% | +131.6% | +69.8% | +138.5% |
| 5Y | +332.7% | +88.0% | +244.7% | +257.0% |
| 10Y | +1,157.1% | +97.8% | +1,059.3% | +836.5% |
| All | +1,157.1% | +87.8% | +1,069.3% | +836.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling