+27.1%
V vs CAT
+6.0%
+21.1%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.2% | -7.3% | +0.4% |
| 7D | -0.8% | -2.4% | +1.6% | -1.0% |
| 30D | +9.5% | -25.0% | +34.5% | +7.6% |
| 3M | +16.7% | -28.7% | +45.4% | +14.3% |
| 6M | +32.9% | -33.0% | +65.9% | +29.3% |
| YTD | +21.1% | +5.4% | +15.7% | +10.9% |
| All | +27.1% | +6.0% | +21.1% | +15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAT.
Daily Out/Under-Performance
Portfolio return minus CAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAT 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 1y: compounded portfolio wealth divided by compounded CAT 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…
1y analysis · Full analysis span regression · 6 months rolling