+3,224.1%
CAT vs ITOT
+896.7%
+2,327.4%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +2.1% |
| 7D | +1.7% | +0.1% | +1.6% | +1.6% |
| 30D | -6.6% | 0.0% | -6.6% | -6.6% |
| 3M | -13.3% | +2.0% | -15.2% | -14.8% |
| 6M | +11.6% | +13.0% | -1.4% | -2.5% |
| YTD | +42.9% | +14.0% | +29.0% | +24.0% |
| 1Y | +95.4% | +19.9% | +75.5% | +60.1% |
| 3Y | +196.6% | +75.8% | +120.8% | +56.8% |
| 5Y | +321.7% | +73.8% | +247.8% | +121.2% |
| 10Y | +1,140.8% | +295.9% | +844.9% | +139.3% |
| All | +3,224.1% | +896.7% | +2,327.4% | +106.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling