+200.8%
CAT vs VEA
+79.9%
+120.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.2% |
| 7D | +1.7% | +1.0% | +0.8% | +0.6% |
| 30D | -6.6% | +1.9% | -8.5% | -8.7% |
| 3M | -13.3% | +3.2% | -16.5% | -16.2% |
| 6M | +11.6% | +10.2% | +1.4% | 0.0% |
| YTD | +42.9% | +18.9% | +24.1% | +17.6% |
| 1Y | +95.4% | +29.3% | +66.1% | +46.4% |
| All | +200.8% | +79.9% | +120.8% | +51.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling