+183.3%
CAT vs VEU
+45.1%
+138.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.7% |
| 7D | -10.3% | -1.6% | -8.7% | -8.7% |
| 30D | -31.2% | -4.3% | -26.8% | -27.6% |
| 3M | -34.7% | -5.8% | -28.8% | -29.9% |
| 6M | -39.5% | -4.4% | -35.1% | -35.9% |
| YTD | -1.7% | +8.7% | -10.3% | -8.7% |
| 1Y | -1.1% | +12.6% | -13.8% | -11.5% |
| 3Y | +143.9% | +65.2% | +78.6% | +49.7% |
| All | +183.3% | +45.1% | +138.1% | +91.1% |
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