+788.1%
VOO vs CAT
+1,050.4%
-262.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | 0.0% |
| 7D | -2.7% | -10.3% | +7.6% | +1.2% |
| 30D | -5.4% | -31.2% | +25.8% | +8.3% |
| 3M | -4.1% | -34.7% | +30.6% | +11.6% |
| 6M | +0.7% | -39.5% | +40.2% | +19.3% |
| YTD | +8.7% | -1.7% | +10.4% | +5.3% |
| 1Y | +11.0% | -1.1% | +12.1% | +7.1% |
| 3Y | +75.5% | +143.9% | -68.4% | +14.7% |
| 5Y | +68.4% | +194.8% | -126.4% | -1.2% |
| 10Y | +315.7% | +739.8% | -424.1% | +46.0% |
| All | +788.1% | +1,050.4% | -262.3% | +149.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAT.
Daily Out/Under-Performance
Portfolio return minus CAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAT 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 CAT 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