+332.7%
CAT vs VTR
+88.4%
+244.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | +2.9% | -2.9% | +5.8% | +3.7% |
| 30D | -2.6% | -2.8% | +0.2% | -2.0% |
| 3M | -10.7% | +9.0% | -19.7% | -13.5% |
| 6M | +16.1% | +5.0% | +11.2% | +13.5% |
| YTD | +43.2% | +16.9% | +26.3% | +35.4% |
| 1Y | +96.8% | +34.3% | +62.5% | +77.2% |
| 3Y | +201.4% | +131.6% | +69.8% | +115.6% |
| 5Y | +332.7% | +88.0% | +244.7% | +227.2% |
| All | +332.7% | +88.4% | +244.2% | +227.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling