+160.5%
CAT vs VUG
+79.9%
+80.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.9% | +0.8% |
| 7D | +9.3% | +4.4% | +4.9% | +5.4% |
| 30D | -21.5% | -7.3% | -14.1% | -15.9% |
| 3M | -29.1% | -4.2% | -24.8% | -26.1% |
| 6M | -33.4% | -1.6% | -31.8% | -32.1% |
| YTD | +6.6% | +4.9% | +1.7% | +2.6% |
| 1Y | +6.5% | +3.8% | +2.7% | +3.6% |
| All | +160.5% | +79.9% | +80.6% | +68.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling