-86.0%
CATX vs VT
+217.6%
-303.6%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -0.5% | -8.1% | -8.1% |
| 7D | -10.6% | -0.1% | -10.5% | -10.3% |
| 30D | -70.4% | -3.1% | -67.4% | -69.5% |
| 3M | -73.8% | -3.5% | -70.3% | -72.8% |
| 6M | -79.1% | +0.5% | -79.5% | -79.0% |
| YTD | -71.4% | +10.8% | -82.2% | -73.7% |
| 1Y | -64.6% | +11.9% | -76.5% | -67.7% |
| 3Y | -67.2% | +73.0% | -140.2% | -78.6% |
| 5Y | -87.3% | +58.6% | -145.9% | -91.2% |
| 10Y | -86.0% | +219.2% | -305.1% | -94.7% |
| All | -86.0% | +217.6% | -303.6% | -94.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling