-33.4%
CAT vs VTV
+11.1%
-44.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +1.4% |
| 7D | +9.3% | +2.3% | +7.0% | +4.9% |
| 30D | -21.5% | +3.8% | -25.3% | -28.0% |
| 3M | -29.1% | +1.7% | -30.8% | -31.6% |
| 6M | -33.4% | +10.9% | -44.3% | -50.7% |
| All | -33.4% | +11.1% | -44.5% | -50.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling