+8.9%
CAT vs VEU
+17.0%
-8.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +2.0% | -7.2% | -8.1% |
| 7D | -17.1% | +0.2% | -17.3% | -17.4% |
| 30D | -30.1% | -2.1% | -28.0% | -27.8% |
| 3M | -32.4% | -2.7% | -29.7% | -29.6% |
| 6M | -32.1% | +3.2% | -35.3% | -34.6% |
| YTD | +4.1% | +12.6% | -8.5% | -14.7% |
| 1Y | +8.9% | +17.1% | -8.2% | -15.8% |
| All | +8.9% | +17.0% | -8.1% | -15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 1y: compounded portfolio wealth divided by compounded VEU 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…
1y analysis · Full analysis span regression · 6 months rolling