+1,384.0%
CAT vs VEU
+174.2%
+1,209.8%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -1.7% |
| 7D | -6.3% | +0.5% | -6.8% | -6.7% |
| 30D | -26.8% | -2.3% | -24.5% | -24.9% |
| 3M | -30.0% | -4.4% | -25.7% | -26.5% |
| 6M | -34.6% | -2.2% | -32.4% | -32.5% |
| YTD | +2.9% | +10.9% | -8.0% | -6.1% |
| 1Y | +3.3% | +13.4% | -10.1% | -7.7% |
| 3Y | +153.7% | +69.7% | +84.0% | +52.0% |
| 5Y | +207.3% | +50.0% | +157.3% | +107.7% |
| 10Y | +674.0% | +145.8% | +528.2% | +228.5% |
| All | +1,384.0% | +174.2% | +1,209.8% | +445.3% |
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