+92.1%
CAT vs ITOT
+16.9%
+75.1%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.6% | -0.2% |
| 7D | +0.6% | -2.0% | +2.6% | +4.2% |
| 30D | -4.5% | -2.0% | -2.6% | -1.2% |
| 3M | -5.8% | +4.5% | -10.3% | -12.5% |
| 6M | +12.7% | +12.6% | +0.1% | -7.1% |
| YTD | +41.4% | +12.0% | +29.4% | +18.0% |
| 1Y | +92.1% | +17.3% | +74.8% | +49.8% |
| All | +92.1% | +16.9% | +75.1% | +49.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling