+160.5%
CAT price history and return analytics
+74.5%
+86.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +1.5% |
| 7D | +9.3% | +2.9% | +6.4% | +5.0% |
| 30D | -21.5% | -2.5% | -19.0% | -18.3% |
| 3M | -29.1% | -3.3% | -25.8% | -25.2% |
| 6M | -33.4% | +1.5% | -34.9% | -34.2% |
| YTD | +6.6% | +11.4% | -4.8% | -6.8% |
| 1Y | +6.5% | +11.9% | -5.4% | -7.3% |
| All | +160.5% | +74.5% | +86.0% | +28.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling