+688.6%
CAT vs ITOT
+287.5%
+401.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.5% | -0.4% |
| 7D | +7.4% | +2.5% | +5.0% | +4.7% |
| 30D | -19.7% | -1.7% | -18.0% | -17.9% |
| 3M | -29.6% | -3.4% | -26.2% | -26.7% |
| 6M | -33.2% | +2.1% | -35.3% | -34.1% |
| YTD | +5.7% | +11.5% | -5.8% | -4.7% |
| 1Y | +9.3% | +13.6% | -4.3% | -3.2% |
| 3Y | +158.3% | +77.2% | +81.1% | +45.3% |
| 5Y | +211.6% | +64.4% | +147.2% | +87.9% |
| All | +688.6% | +287.5% | +401.1% | +70.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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