+712.5%
CAT vs VFC
-44.8%
+757.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +2.6% | +4.6% | +6.5% |
| 7D | -2.4% | +7.7% | -10.1% | -4.5% |
| 30D | -25.0% | +39.2% | -64.2% | -32.2% |
| 3M | -28.7% | +40.3% | -69.0% | -35.8% |
| 6M | -33.0% | +11.4% | -44.4% | -36.2% |
| YTD | +5.4% | +17.5% | -12.1% | -1.7% |
| 1Y | +7.3% | +45.9% | -38.6% | -6.4% |
| 3Y | +166.0% | +47.3% | +118.7% | +100.6% |
| 5Y | +210.1% | -67.2% | +277.3% | +323.4% |
| 10Y | +712.5% | -46.1% | +758.6% | +817.3% |
| All | +712.5% | -44.8% | +757.3% | +817.3% |
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