+1,126.0%
CAT vs VSH
+170.2%
+955.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.1% | +1.5% |
| 7D | +5.6% | +6.2% | -0.7% | +3.0% |
| 30D | -2.3% | -11.1% | +8.8% | +2.1% |
| 3M | -10.0% | -44.9% | +34.9% | +11.6% |
| 6M | +21.2% | +90.0% | -68.7% | -13.3% |
| YTD | +44.4% | +118.8% | -74.3% | -3.2% |
| 1Y | +96.3% | +109.0% | -12.7% | +32.8% |
| 3Y | +203.9% | +35.6% | +168.3% | +134.6% |
| 5Y | +333.5% | +66.7% | +266.8% | +194.7% |
| 10Y | +1,126.0% | +167.9% | +958.1% | +502.3% |
| All | +1,126.0% | +170.2% | +955.8% | +502.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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