+1,964.6%
CAT vs VWO
+293.6%
+1,671.0%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.8% | -0.8% |
| 7D | +7.4% | +2.0% | +5.5% | +5.9% |
| 30D | -19.7% | -4.3% | -15.4% | -16.8% |
| 3M | -29.6% | -6.4% | -23.2% | -25.7% |
| 6M | -33.2% | -5.6% | -27.6% | -29.7% |
| YTD | +5.7% | +5.2% | +0.5% | +2.9% |
| 1Y | +9.3% | +5.2% | +4.2% | +6.6% |
| 3Y | +158.3% | +55.5% | +102.8% | +88.6% |
| 5Y | +211.6% | +25.6% | +186.0% | +164.1% |
| 10Y | +698.5% | +110.8% | +587.7% | +361.2% |
| All | +1,964.6% | +293.6% | +1,671.0% | +642.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling