-34.8%
CAT vs VTR
+4.4%
-39.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.8% | +3.0% |
| 7D | +1.7% | +1.4% | +0.4% | +2.4% |
| 30D | -24.6% | +8.2% | -32.8% | -21.4% |
| 3M | -28.5% | +4.6% | -33.1% | -26.4% |
| 6M | -34.8% | +4.3% | -39.2% | -31.0% |
| All | -34.8% | +4.4% | -39.2% | -31.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling