+1,126.0%
CAT vs VMC
+149.2%
+976.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.7% | +1.8% |
| 7D | +5.6% | -0.5% | +6.1% | +5.8% |
| 30D | -2.3% | -9.1% | +6.8% | +2.1% |
| 3M | -10.0% | -4.1% | -5.9% | -8.8% |
| 6M | +21.2% | -5.5% | +26.8% | +23.8% |
| YTD | +44.4% | -8.9% | +53.4% | +49.7% |
| 1Y | +96.3% | -12.9% | +109.2% | +107.8% |
| 3Y | +203.9% | +22.1% | +181.8% | +171.1% |
| 5Y | +333.5% | +52.7% | +280.8% | +243.4% |
| 10Y | +1,126.0% | +152.7% | +973.3% | +652.7% |
| All | +1,126.0% | +149.2% | +976.8% | +652.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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