+674.0%
CAT vs VFC
-46.8%
+720.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -2.2% |
| 7D | -6.3% | +3.5% | -9.8% | -7.2% |
| 30D | -26.8% | +38.3% | -65.1% | -33.7% |
| 3M | -30.0% | +40.2% | -70.2% | -37.0% |
| 6M | -34.6% | +10.6% | -45.2% | -37.6% |
| YTD | +2.9% | +16.7% | -13.8% | -3.8% |
| 1Y | +3.3% | +45.0% | -41.7% | -9.7% |
| 3Y | +153.7% | +48.8% | +104.9% | +90.5% |
| 5Y | +207.3% | -67.6% | +274.9% | +321.2% |
| 10Y | +674.0% | -47.5% | +721.6% | +779.6% |
| All | +674.0% | -46.8% | +720.8% | +779.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 10y: compounded portfolio wealth divided by compounded VFC 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…
10y analysis · Full analysis span regression · 6 months rolling