+791.2%
CAT vs VXUS
+161.9%
+629.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -1.7% |
| 7D | -6.3% | +0.5% | -6.8% | -6.7% |
| 30D | -26.8% | -2.5% | -24.3% | -24.6% |
| 3M | -30.0% | -4.6% | -25.4% | -26.1% |
| 6M | -34.6% | -2.6% | -32.0% | -32.1% |
| YTD | +2.9% | +10.4% | -7.5% | -6.2% |
| 1Y | +3.3% | +12.9% | -9.6% | -7.9% |
| 3Y | +153.7% | +68.4% | +85.3% | +48.7% |
| 5Y | +207.3% | +47.7% | +159.6% | +106.1% |
| 10Y | +674.0% | +142.2% | +531.8% | +215.9% |
| All | +791.2% | +161.9% | +629.3% | +234.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling