+204.5%
CAT vs VTR
+94.6%
+109.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.9% | -3.3% | -2.6% |
| 7D | -6.3% | +3.8% | -10.1% | -7.2% |
| 30D | -26.8% | +10.1% | -36.9% | -28.8% |
| 3M | -30.0% | -1.2% | -28.9% | -30.0% |
| 6M | -34.6% | +4.8% | -39.4% | -36.0% |
| YTD | +2.9% | +18.9% | -16.0% | -3.5% |
| 1Y | +3.3% | +21.8% | -18.6% | -4.0% |
| 3Y | +153.7% | +132.0% | +21.7% | +79.5% |
| All | +204.5% | +94.6% | +109.9% | +131.0% |
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