+1,191.5%
CAT price history and return analytics
+360.7%
+830.8%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.1% | +1.8% | +1.6% |
| 7D | +1.7% | -0.7% | +2.4% | +2.8% |
| 30D | -24.6% | -1.7% | -22.8% | -22.8% |
| 3M | -28.5% | -2.3% | -26.2% | -26.3% |
| 6M | -34.8% | +1.5% | -36.3% | -35.3% |
| YTD | +5.9% | +12.0% | -6.1% | -5.5% |
| 1Y | +6.8% | +12.9% | -6.0% | -5.3% |
| 3Y | +161.1% | +74.9% | +86.1% | +42.7% |
| 5Y | +213.4% | +59.9% | +153.5% | +88.1% |
| 10Y | +700.3% | +224.6% | +475.7% | +119.3% |
| All | +1,191.5% | +360.7% | +830.8% | +145.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling