+1,110.7%
CAT vs VXUS
+146.3%
+964.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.2% |
| 7D | +1.7% | +1.0% | +0.7% | +0.6% |
| 30D | -6.6% | +2.2% | -8.8% | -8.8% |
| 3M | -13.3% | +3.0% | -16.3% | -15.6% |
| 6M | +11.6% | +10.7% | +1.0% | +0.4% |
| YTD | +42.9% | +17.8% | +25.1% | +20.1% |
| 1Y | +95.4% | +27.6% | +67.9% | +50.7% |
| 3Y | +196.6% | +73.3% | +123.3% | +63.9% |
| 5Y | +321.7% | +54.3% | +267.3% | +164.2% |
| All | +1,110.7% | +146.3% | +964.4% | +389.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VXUS.
Daily Out/Under-Performance
Portfolio return minus VXUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXUS 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 10y: compounded portfolio wealth divided by compounded VXUS 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…
10y analysis · Full analysis span regression · 6 months rolling