+204.2%
CAT vs VWO
+65.3%
+138.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.4% | +1.4% |
| 7D | +5.6% | +0.9% | +4.7% | +4.5% |
| 30D | -2.3% | +1.3% | -3.6% | -3.6% |
| 3M | -10.0% | +5.1% | -15.1% | -14.4% |
| 6M | +21.2% | +12.5% | +8.7% | +7.4% |
| YTD | +44.4% | +14.0% | +30.4% | +26.7% |
| 1Y | +96.3% | +19.7% | +76.6% | +64.3% |
| All | +204.2% | +65.3% | +138.9% | +80.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling