+103.2%
CAT vs VG
-39.3%
+142.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.7% |
| 7D | +1.7% | +1.7% | 0.0% | +1.7% |
| 30D | -6.6% | +16.0% | -22.6% | -6.9% |
| 3M | -13.3% | +9.7% | -23.0% | -13.6% |
| 6M | +11.6% | +29.6% | -18.0% | +8.5% |
| YTD | +42.9% | +112.0% | -69.1% | +31.9% |
| 1Y | +95.4% | +12.8% | +82.6% | +90.4% |
| All | +103.2% | -39.3% | +142.5% | +88.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling