+96.3%
CAT vs VUG
+14.2%
+82.1%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.4% |
| 7D | +5.6% | +0.9% | +4.7% | +4.6% |
| 30D | -2.3% | -1.4% | -0.9% | -0.9% |
| 3M | -10.0% | +2.3% | -12.3% | -12.1% |
| 6M | +21.2% | +15.7% | +5.6% | +3.8% |
| YTD | +44.4% | +8.6% | +35.8% | +30.7% |
| 1Y | +96.3% | +14.1% | +82.2% | +75.6% |
| All | +96.3% | +14.2% | +82.1% | +75.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling