+333.5%
CAT vs VWO
+34.2%
+299.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.3% | -0.3% |
| 7D | +2.9% | +0.2% | +2.8% | +2.8% |
| 30D | -2.6% | +0.9% | -3.5% | -3.4% |
| 3M | -10.7% | +4.3% | -14.9% | -13.6% |
| 6M | +16.1% | +10.5% | +5.6% | +7.0% |
| YTD | +43.2% | +13.4% | +29.9% | +29.7% |
| 1Y | +96.8% | +18.6% | +78.3% | +72.2% |
| 3Y | +201.4% | +65.8% | +135.6% | +104.5% |
| All | +333.5% | +34.2% | +299.4% | +231.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling