+1,318.1%
CAT vs VEU
+168.5%
+1,149.6%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.7% |
| 7D | -10.3% | -1.6% | -8.7% | -8.8% |
| 30D | -31.2% | -4.3% | -26.8% | -27.9% |
| 3M | -34.7% | -5.8% | -28.8% | -30.4% |
| 6M | -39.5% | -4.4% | -35.1% | -36.2% |
| YTD | -1.7% | +8.7% | -10.3% | -8.5% |
| 1Y | -1.1% | +12.6% | -13.8% | -11.2% |
| 3Y | +143.9% | +65.2% | +78.6% | +50.0% |
| 5Y | +194.8% | +45.5% | +149.2% | +105.2% |
| 10Y | +739.8% | +142.7% | +597.0% | +260.5% |
| All | +1,318.1% | +168.5% | +1,149.6% | +431.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling