+160.5%
CAT vs VSH
+37.0%
+123.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.6% | +5.2% | +2.2% |
| 7D | +9.3% | +26.2% | -16.9% | +0.5% |
| 30D | -21.5% | -12.5% | -9.0% | -18.7% |
| 3M | -29.1% | -16.9% | -12.2% | -25.6% |
| 6M | -33.4% | -17.0% | -16.4% | -32.5% |
| YTD | +6.6% | +93.8% | -87.3% | -21.6% |
| 1Y | +6.5% | +99.3% | -92.8% | -22.4% |
| All | +160.5% | +37.0% | +123.5% | +110.1% |
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