+1,144.3%
CAT vs VTRS
-48.4%
+1,192.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.5% |
| 7D | +0.6% | -2.2% | +2.8% | +1.2% |
| 30D | -4.3% | +3.3% | -7.6% | -5.2% |
| 3M | -8.6% | +2.0% | -10.6% | -9.6% |
| 6M | +16.1% | +19.9% | -3.8% | +9.4% |
| YTD | +43.8% | +35.7% | +8.0% | +30.7% |
| 1Y | +91.5% | +68.1% | +23.4% | +63.3% |
| 3Y | +202.7% | +87.1% | +115.6% | +143.8% |
| 5Y | +335.1% | +47.6% | +287.5% | +263.9% |
| All | +1,144.3% | -48.4% | +1,192.7% | +1,126.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 10y: compounded portfolio wealth divided by compounded VTRS 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…
10y analysis · Full analysis span regression · 6 months rolling