+151.6%
CAT vs VTV
+77.3%
+74.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.5% | -2.6% |
| 7D | -6.3% | 0.0% | -6.4% | -6.3% |
| 30D | -26.8% | +3.2% | -30.0% | -30.7% |
| 3M | -30.0% | +1.7% | -31.7% | -32.1% |
| 6M | -34.6% | +11.0% | -45.6% | -44.8% |
| YTD | +2.9% | +21.0% | -18.1% | -23.0% |
| 1Y | +3.3% | +24.3% | -21.0% | -25.6% |
| All | +151.6% | +77.3% | +74.3% | +8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 3y: compounded portfolio wealth divided by compounded VTV 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…
3y analysis · Full analysis span regression · 6 months rolling