+143.9%
CAT vs VSH
+6.8%
+137.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.7% | -4.8% | -1.1% |
| 7D | -10.3% | -12.9% | +2.6% | -6.2% |
| 30D | -31.2% | -36.9% | +5.7% | -20.2% |
| 3M | -34.7% | -28.8% | -5.9% | -27.7% |
| 6M | -39.5% | -30.3% | -9.2% | -34.7% |
| YTD | -1.7% | +62.4% | -64.0% | -22.7% |
| 1Y | -1.1% | +62.5% | -63.6% | -22.4% |
| 3Y | +143.9% | +7.4% | +136.5% | +115.2% |
| All | +143.9% | +6.8% | +137.0% | +115.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling