+2,363.6%
CAT vs VUG
+1,157.1%
+1,206.5%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | 0.0% |
| 7D | -10.3% | -3.4% | -6.9% | -7.2% |
| 30D | -31.2% | -11.1% | -20.1% | -22.5% |
| 3M | -34.7% | -7.2% | -27.4% | -29.5% |
| 6M | -39.5% | -4.1% | -35.3% | -36.7% |
| YTD | -1.7% | +1.4% | -3.0% | -2.8% |
| 1Y | -1.1% | +1.9% | -3.0% | -2.7% |
| 3Y | +143.9% | +77.7% | +66.1% | +35.0% |
| 5Y | +194.8% | +57.6% | +137.2% | +74.5% |
| 10Y | +739.8% | +398.6% | +341.2% | +17.8% |
| All | +2,363.6% | +1,157.1% | +1,206.5% | +12.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling