+674.0%
CAT vs VEA
+156.1%
+517.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -1.5% |
| 7D | -6.3% | 0.0% | -6.3% | -6.2% |
| 30D | -26.8% | -1.4% | -25.4% | -25.5% |
| 3M | -30.0% | -4.1% | -25.9% | -26.4% |
| 6M | -34.6% | -1.3% | -33.3% | -33.1% |
| YTD | +2.9% | +12.1% | -9.2% | -8.4% |
| 1Y | +3.3% | +16.1% | -12.8% | -11.5% |
| 3Y | +153.7% | +73.0% | +80.7% | +39.7% |
| 5Y | +207.3% | +55.1% | +152.2% | +90.7% |
| 10Y | +674.0% | +156.9% | +517.1% | +200.1% |
| All | +674.0% | +156.1% | +517.9% | +200.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VEA.
Daily Out/Under-Performance
Portfolio return minus VEA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEA 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 VEA 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