+5.8%
CATF vs VT
+35.5%
-29.7%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.1% | +4.6% | +0.8% |
| 7D | +1.4% | -4.2% | +5.6% | +1.6% |
| 30D | +4.2% | -5.8% | +10.0% | +4.5% |
| 3M | +0.4% | -5.2% | +5.6% | +0.6% |
| 6M | 0.0% | +0.1% | -0.1% | 0.0% |
| YTD | +1.3% | +8.2% | -6.9% | +1.0% |
| 1Y | +1.9% | +10.1% | -8.2% | +1.5% |
| All | +5.8% | +35.5% | -29.7% | +4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 all: compounded portfolio wealth divided by compounded VT 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…
all analysis · Full analysis span regression · 6 months rolling