+25,808.1%
CAT vs VSH
+1,674.8%
+24,133.3%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.4% | -2.7% | +0.5% |
| 7D | +1.7% | +4.1% | -2.3% | +0.6% |
| 30D | -6.6% | -4.2% | -2.4% | -5.8% |
| 3M | -13.3% | -50.0% | +36.7% | +3.2% |
| 6M | +11.6% | +80.2% | -68.6% | -7.9% |
| YTD | +42.9% | +121.1% | -78.1% | +11.2% |
| 1Y | +95.4% | +112.0% | -16.6% | +53.1% |
| 3Y | +196.6% | +22.5% | +174.1% | +160.7% |
| 5Y | +321.7% | +64.0% | +257.6% | +239.2% |
| 10Y | +1,140.8% | +170.4% | +970.4% | +756.5% |
| All | +25,808.1% | +1,674.8% | +24,133.3% | +9,653.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling