+332.7%
CAT vs VTV
+80.1%
+252.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.4% |
| 7D | +2.9% | -0.7% | +3.6% | +3.9% |
| 30D | -2.6% | -0.5% | -2.1% | -2.0% |
| 3M | -10.7% | +5.3% | -16.0% | -16.9% |
| 6M | +16.1% | +12.9% | +3.3% | -1.5% |
| YTD | +43.2% | +18.5% | +24.8% | +14.4% |
| 1Y | +96.8% | +25.3% | +71.5% | +45.6% |
| 3Y | +201.4% | +68.2% | +133.2% | +53.1% |
| 5Y | +332.7% | +80.6% | +252.0% | +98.0% |
| All | +332.7% | +80.1% | +252.5% | +98.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling