+1,982.1%
CAT vs VWO
+293.9%
+1,688.1%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +1.7% |
| 7D | +9.3% | +4.0% | +5.3% | +6.2% |
| 30D | -21.5% | -5.4% | -16.0% | -17.9% |
| 3M | -29.1% | -6.4% | -22.7% | -25.2% |
| 6M | -33.4% | -4.7% | -28.7% | -30.4% |
| YTD | +6.6% | +5.3% | +1.3% | +3.7% |
| 1Y | +6.5% | +4.3% | +2.2% | +4.5% |
| 3Y | +162.7% | +55.9% | +106.7% | +91.4% |
| 5Y | +214.2% | +25.7% | +188.5% | +166.1% |
| 10Y | +705.2% | +111.0% | +594.2% | +364.8% |
| All | +1,982.1% | +293.9% | +1,688.1% | +648.3% |
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