+8.9%
CAT vs VWO
+5.9%
+3.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.7% | -6.9% | -7.5% |
| 7D | -17.1% | -1.3% | -15.8% | -15.6% |
| 30D | -30.1% | -7.1% | -23.0% | -22.6% |
| 3M | -32.4% | -6.1% | -26.3% | -26.2% |
| 6M | -32.1% | -3.9% | -28.2% | -28.0% |
| YTD | +4.1% | +5.0% | -0.9% | -5.5% |
| 1Y | +8.9% | +6.0% | +2.9% | -2.8% |
| All | +8.9% | +5.9% | +3.0% | -2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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