+1,126.0%
CAT vs VUG
+408.5%
+717.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.3% |
| 7D | +5.6% | +0.9% | +4.7% | +4.9% |
| 30D | -2.3% | -1.4% | -0.9% | -1.3% |
| 3M | -10.0% | +2.3% | -12.3% | -11.4% |
| 6M | +21.2% | +15.7% | +5.6% | +9.0% |
| YTD | +44.4% | +8.6% | +35.8% | +36.0% |
| 1Y | +96.3% | +14.1% | +82.2% | +78.4% |
| 3Y | +203.9% | +87.9% | +116.0% | +91.2% |
| 5Y | +333.5% | +76.3% | +257.2% | +179.4% |
| 10Y | +1,126.0% | +409.7% | +716.4% | +160.6% |
| All | +1,126.0% | +408.5% | +717.5% | +160.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded VUG 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling