+158.3%
CAT vs ITOT
+77.6%
+80.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.5% | -0.3% |
| 7D | +7.4% | +2.5% | +5.0% | +4.1% |
| 30D | -19.7% | -1.7% | -18.0% | -17.6% |
| 3M | -29.6% | -3.4% | -26.2% | -26.1% |
| 6M | -33.2% | +2.1% | -35.3% | -34.4% |
| YTD | +5.7% | +11.5% | -5.8% | -6.7% |
| 1Y | +9.3% | +13.6% | -4.3% | -5.4% |
| 3Y | +158.3% | +77.2% | +81.1% | +32.7% |
| All | +158.3% | +77.6% | +80.7% | +32.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling