+5,107.6%
CAT vs VTR
+1,498.3%
+3,609.3%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.8% |
| 7D | +9.3% | +0.7% | +8.6% | +9.1% |
| 30D | -21.5% | +6.9% | -28.4% | -23.0% |
| 3M | -29.1% | +1.3% | -30.4% | -29.6% |
| 6M | -33.4% | +2.5% | -35.8% | -34.4% |
| YTD | +6.6% | +18.0% | -11.4% | +1.2% |
| 1Y | +6.5% | +19.5% | -12.9% | +0.8% |
| 3Y | +162.7% | +130.2% | +32.5% | +108.5% |
| 5Y | +214.2% | +93.8% | +120.4% | +158.1% |
| 10Y | +705.2% | +131.5% | +573.8% | +481.0% |
| All | +5,107.6% | +1,498.3% | +3,609.3% | +2,386.3% |
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