+96.8%
CAT vs VEU
+25.0%
+71.8%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | -0.1% | +0.3% |
| 7D | +2.9% | +0.3% | +2.6% | +2.5% |
| 30D | -2.6% | +0.7% | -3.3% | -3.5% |
| 3M | -10.7% | +4.7% | -15.4% | -15.7% |
| 6M | +16.1% | +11.6% | +4.5% | +0.5% |
| YTD | +43.2% | +16.8% | +26.4% | +14.7% |
| 1Y | +96.8% | +24.9% | +72.0% | +44.2% |
| All | +96.8% | +25.0% | +71.8% | +44.2% |
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