+2,070.6%
CAT vs VYM
+492.8%
+1,577.8%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +2.2% |
| 7D | +1.7% | 0.0% | +1.7% | +1.7% |
| 30D | -6.6% | -0.5% | -6.0% | -5.9% |
| 3M | -13.3% | +3.0% | -16.3% | -16.3% |
| 6M | +11.6% | +8.2% | +3.4% | +1.9% |
| YTD | +42.9% | +15.8% | +27.1% | +20.3% |
| 1Y | +95.4% | +20.8% | +74.6% | +56.2% |
| 3Y | +196.6% | +65.3% | +131.3% | +63.1% |
| 5Y | +321.7% | +76.6% | +245.1% | +116.0% |
| 10Y | +1,140.8% | +203.9% | +936.9% | +235.5% |
| All | +2,070.6% | +492.8% | +1,577.8% | +165.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling