+695.3%
CAT vs VMC
+126.5%
+568.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +1.3% |
| 7D | +9.3% | -1.7% | +11.0% | +10.2% |
| 30D | -21.5% | +15.3% | -36.7% | -27.1% |
| 3M | -29.1% | +0.3% | -29.4% | -29.7% |
| 6M | -33.4% | +0.9% | -34.2% | -34.6% |
| YTD | +6.6% | -1.0% | +7.6% | +5.4% |
| 1Y | +6.5% | -4.3% | +10.9% | +7.2% |
| 3Y | +162.7% | +35.3% | +127.4% | +122.0% |
| 5Y | +214.2% | +44.4% | +169.8% | +153.2% |
| All | +695.3% | +126.5% | +568.8% | +402.8% |
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