+1,138.0%
CAT vs VEA
+156.9%
+981.2%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +2.9% | +4.3% | +4.1% |
| 7D | -2.4% | +0.4% | -2.8% | -2.8% |
| 30D | -25.0% | -0.7% | -24.4% | -24.4% |
| 3M | -28.7% | -3.9% | -24.8% | -25.5% |
| 6M | -33.0% | -0.6% | -32.4% | -32.1% |
| YTD | +5.4% | +12.9% | -7.5% | -5.9% |
| 1Y | +7.3% | +18.4% | -11.1% | -8.7% |
| 3Y | +166.0% | +75.3% | +90.8% | +52.0% |
| 5Y | +210.1% | +54.3% | +155.8% | +101.0% |
| 10Y | +712.5% | +158.0% | +554.5% | +221.1% |
| All | +1,138.0% | +156.9% | +981.2% | +350.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling