-84.4%
CATX vs VT
+215.5%
-300.0%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.2% | +6.1% | +6.1% |
| 7D | -27.0% | -2.3% | -24.6% | -25.2% |
| 30D | -65.9% | -5.0% | -60.9% | -64.1% |
| 3M | -71.7% | -4.9% | -66.8% | -70.2% |
| 6M | -78.0% | -1.5% | -76.5% | -77.5% |
| YTD | -69.5% | +8.5% | -77.9% | -71.4% |
| 1Y | -62.3% | +11.4% | -73.7% | -65.5% |
| 3Y | -67.7% | +70.1% | -137.8% | -78.6% |
| 5Y | -87.3% | +53.7% | -141.0% | -91.0% |
| All | -84.4% | +215.5% | -300.0% | -93.8% |
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