+201.7%
CAT vs VEU
+77.5%
+124.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.0% |
| 7D | +1.7% | +1.1% | +0.6% | +0.3% |
| 30D | -6.6% | +2.2% | -8.7% | -9.1% |
| 3M | -13.3% | +3.0% | -16.3% | -16.0% |
| 6M | +11.6% | +10.9% | +0.8% | -1.2% |
| YTD | +42.9% | +18.2% | +24.8% | +17.3% |
| 1Y | +95.4% | +28.3% | +67.2% | +45.9% |
| All | +201.7% | +77.5% | +124.1% | +48.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling