+2,693.2%
CAT vs VWO
+328.1%
+2,365.1%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.2% |
| 7D | +1.7% | +1.1% | +0.6% | +0.9% |
| 30D | -6.6% | +2.4% | -8.9% | -8.2% |
| 3M | -13.3% | +2.0% | -15.3% | -14.2% |
| 6M | +11.6% | +10.7% | +0.9% | +4.0% |
| YTD | +42.9% | +14.4% | +28.5% | +30.2% |
| 1Y | +95.4% | +22.7% | +72.7% | +69.2% |
| 3Y | +196.6% | +64.2% | +132.4% | +107.3% |
| 5Y | +321.7% | +35.8% | +285.9% | +235.8% |
| 10Y | +1,140.8% | +114.7% | +1,026.1% | +600.2% |
| All | +2,693.2% | +328.1% | +2,365.1% | +839.7% |
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 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