-1.1%
CAT vs VG
+48.6%
-49.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | -10.3% | -22.0% | +11.7% | -11.6% |
| 30D | -31.2% | -11.6% | -19.5% | -31.5% |
| 3M | -34.7% | -14.9% | -19.8% | -35.0% |
| 6M | -39.5% | -3.5% | -35.9% | -38.9% |
| YTD | -1.7% | +70.0% | -71.6% | -7.2% |
| 1Y | -1.1% | +50.0% | -51.1% | -5.8% |
| All | -1.1% | +48.6% | -49.8% | -5.8% |
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