-1.9%
CAT vs VG
+45.2%
-47.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -4.0% | -2.4% | -6.6% |
| 7D | -14.5% | -22.0% | +7.5% | -15.7% |
| 30D | -35.7% | -14.7% | -21.0% | -36.2% |
| 3M | -36.3% | -7.1% | -29.2% | -36.2% |
| 6M | -38.5% | -11.2% | -27.4% | -38.2% |
| YTD | -2.5% | +69.8% | -72.4% | -8.1% |
| 1Y | -1.9% | +49.9% | -51.8% | -6.6% |
| All | -1.9% | +45.2% | -47.1% | -6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 1y: compounded portfolio wealth divided by compounded VG 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…
1y analysis · Full analysis span regression · 6 months rolling