+336.3%
CAT vs ITOT
+74.3%
+262.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.6% |
| 7D | +5.6% | +0.7% | +4.9% | +4.8% |
| 30D | -2.3% | -1.1% | -1.2% | -1.2% |
| 3M | -10.0% | +3.9% | -13.9% | -13.2% |
| 6M | +21.2% | +14.7% | +6.5% | +6.0% |
| YTD | +44.4% | +13.3% | +31.1% | +28.3% |
| 1Y | +96.3% | +19.1% | +77.1% | +66.3% |
| 3Y | +203.9% | +77.3% | +126.6% | +81.4% |
| All | +336.3% | +74.3% | +262.1% | +153.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling