+725.3%
CAT vs VXUS
+135.4%
+590.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.7% |
| 7D | -10.3% | -1.8% | -8.5% | -8.5% |
| 30D | -31.2% | -4.6% | -26.6% | -27.4% |
| 3M | -34.7% | -6.1% | -28.6% | -29.7% |
| 6M | -39.5% | -4.9% | -34.6% | -35.4% |
| YTD | -1.7% | +8.1% | -9.7% | -8.7% |
| 1Y | -1.1% | +12.1% | -13.2% | -11.8% |
| 3Y | +143.9% | +63.9% | +80.0% | +43.8% |
| 5Y | +194.8% | +43.1% | +151.7% | +101.3% |
| All | +725.3% | +135.4% | +590.0% | +271.8% |
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