+333.5%
CAT vs VEU
+56.3%
+277.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.5% | +1.5% |
| 7D | +5.6% | +1.7% | +3.9% | +3.6% |
| 30D | -2.3% | +1.0% | -3.3% | -3.3% |
| 3M | -10.0% | +5.6% | -15.6% | -14.8% |
| 6M | +21.2% | +13.7% | +7.6% | +6.2% |
| YTD | +44.4% | +17.7% | +26.7% | +22.3% |
| 1Y | +96.3% | +25.8% | +70.5% | +55.5% |
| 3Y | +203.9% | +77.1% | +126.8% | +71.4% |
| 5Y | +333.5% | +57.1% | +276.4% | +169.9% |
| All | +333.5% | +56.3% | +277.2% | +169.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling