+3,341.9%
CAT vs VNQ
+392.5%
+2,949.4%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +2.1% |
| 7D | +1.7% | -1.3% | +3.0% | +2.4% |
| 30D | -6.6% | -2.9% | -3.6% | -5.0% |
| 3M | -13.3% | +0.8% | -14.1% | -14.2% |
| 6M | +11.6% | +2.5% | +9.1% | +9.6% |
| YTD | +42.9% | +10.6% | +32.3% | +34.3% |
| 1Y | +95.4% | +9.1% | +86.4% | +84.6% |
| 3Y | +196.6% | +31.0% | +165.5% | +150.9% |
| 5Y | +321.7% | +4.9% | +316.7% | +302.0% |
| 10Y | +1,140.8% | +59.5% | +1,081.3% | +809.8% |
| All | +3,341.9% | +392.5% | +2,949.4% | +1,134.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 all: compounded portfolio wealth divided by compounded VNQ 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…
all analysis · Full analysis span regression · 6 months rolling