+6,886.2%
CAT vs VTR
+1,499.7%
+5,386.4%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.0% | +3.7% | +2.2% |
| 7D | +1.7% | -1.7% | +3.4% | +2.1% |
| 30D | -6.6% | -2.4% | -4.1% | -6.1% |
| 3M | -13.3% | +14.8% | -28.1% | -16.7% |
| 6M | +11.6% | +5.3% | +6.3% | +9.4% |
| YTD | +42.9% | +18.1% | +24.9% | +36.2% |
| 1Y | +95.4% | +36.7% | +58.7% | +79.1% |
| 3Y | +196.6% | +130.1% | +66.5% | +135.9% |
| 5Y | +321.7% | +89.5% | +232.2% | +248.8% |
| 10Y | +1,140.8% | +87.4% | +1,053.4% | +844.4% |
| All | +6,886.2% | +1,499.7% | +5,386.4% | +3,245.6% |
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