+5,063.9%
CAT vs VTR
+1,485.3%
+3,578.6%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.6% |
| 7D | +7.4% | +0.2% | +7.2% | +7.4% |
| 30D | -19.7% | +5.5% | -25.1% | -20.9% |
| 3M | -29.6% | -0.9% | -28.7% | -29.7% |
| 6M | -33.2% | -0.4% | -32.8% | -33.8% |
| YTD | +5.7% | +17.0% | -11.4% | +0.6% |
| 1Y | +9.3% | +18.0% | -8.6% | +3.8% |
| 3Y | +158.3% | +127.4% | +31.0% | +105.7% |
| 5Y | +211.6% | +92.3% | +119.3% | +156.4% |
| 10Y | +698.5% | +129.6% | +568.9% | +477.2% |
| All | +5,063.9% | +1,485.3% | +3,578.6% | +2,370.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling