+712.5%
CAT vs VMC
+146.3%
+566.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +2.6% | +4.6% | +6.0% |
| 7D | -2.4% | +0.3% | -2.7% | -2.6% |
| 30D | -25.0% | +18.6% | -43.6% | -31.2% |
| 3M | -28.7% | +2.0% | -30.8% | -29.9% |
| 6M | -33.0% | +2.6% | -35.6% | -34.7% |
| YTD | +5.4% | +2.3% | +3.2% | +2.7% |
| 1Y | +7.3% | +1.7% | +5.6% | +4.9% |
| 3Y | +166.0% | +41.7% | +124.3% | +120.1% |
| 5Y | +210.1% | +46.6% | +163.5% | +148.0% |
| 10Y | +712.5% | +140.3% | +572.3% | +404.3% |
| All | +712.5% | +146.3% | +566.2% | +404.3% |
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