+333.5%
CAT vs VTRS
+41.7%
+291.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.2% | -0.7% |
| 7D | +2.9% | -3.5% | +6.4% | +3.9% |
| 30D | -2.6% | +2.1% | -4.7% | -3.2% |
| 3M | -10.7% | +2.6% | -13.3% | -11.7% |
| 6M | +16.1% | +17.8% | -1.6% | +10.0% |
| YTD | +43.2% | +35.7% | +7.6% | +30.4% |
| 1Y | +96.8% | +63.5% | +33.3% | +69.7% |
| 3Y | +201.4% | +85.1% | +116.2% | +141.9% |
| All | +333.5% | +41.7% | +291.8% | +243.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling