-84.1%
CATX vs VT
+221.8%
-305.8%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -0.3% | +12.2% | +12.2% |
| 7D | +11.9% | +2.4% | +9.6% | +9.5% |
| 30D | -58.0% | -1.5% | -56.5% | -57.3% |
| 3M | -69.7% | -4.1% | -65.6% | -68.3% |
| 6M | -75.4% | +0.6% | -75.9% | -75.4% |
| YTD | -65.8% | +11.0% | -76.9% | -68.7% |
| 1Y | -54.6% | +13.3% | -67.9% | -59.1% |
| 3Y | -59.1% | +73.4% | -132.5% | -73.4% |
| 5Y | -84.1% | +57.4% | -141.5% | -89.0% |
| All | -84.1% | +221.8% | -305.8% | -94.5% |
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