+3,481.0%
CAT vs VUG
+1,251.8%
+2,229.2%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +2.2% |
| 7D | +1.7% | -0.1% | +1.8% | +1.8% |
| 30D | -6.6% | -0.3% | -6.2% | -6.3% |
| 3M | -13.3% | -0.7% | -12.6% | -12.6% |
| 6M | +11.6% | +14.6% | -3.0% | -2.5% |
| YTD | +42.9% | +9.0% | +33.9% | +31.2% |
| 1Y | +95.4% | +14.9% | +80.6% | +70.3% |
| 3Y | +196.6% | +86.0% | +110.5% | +56.5% |
| 5Y | +321.7% | +76.7% | +245.0% | +120.9% |
| 10Y | +1,140.8% | +411.3% | +729.5% | +71.6% |
| All | +3,481.0% | +1,251.8% | +2,229.2% | +51.3% |
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