+213.9%
CAT vs VYM
+71.9%
+142.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.7% |
| 7D | +7.4% | +3.7% | +3.8% | +2.1% |
| 30D | -19.7% | +3.7% | -23.4% | -23.9% |
| 3M | -29.6% | -0.7% | -28.9% | -28.9% |
| 6M | -33.2% | +7.2% | -40.4% | -39.5% |
| YTD | +5.7% | +16.9% | -11.3% | -14.3% |
| 1Y | +9.3% | +19.6% | -10.3% | -14.0% |
| 3Y | +158.3% | +74.6% | +83.7% | +24.6% |
| All | +213.9% | +71.9% | +142.0% | +55.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 5y: compounded portfolio wealth divided by compounded VYM 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…
5y analysis · Full analysis span regression · 6 months rolling