+1,126.0%
CAT vs VIG
+240.3%
+885.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +2.0% |
| 7D | +5.6% | -0.4% | +6.0% | +6.1% |
| 30D | -2.3% | -2.1% | -0.3% | +0.2% |
| 3M | -10.0% | +3.3% | -13.3% | -13.5% |
| 6M | +21.2% | +9.3% | +12.0% | +9.3% |
| YTD | +44.4% | +10.1% | +34.3% | +29.5% |
| 1Y | +96.3% | +14.7% | +81.6% | +67.8% |
| 3Y | +203.9% | +56.9% | +147.0% | +81.4% |
| 5Y | +333.5% | +62.9% | +270.6% | +147.0% |
| 10Y | +1,126.0% | +241.3% | +884.7% | +171.8% |
| All | +1,126.0% | +240.3% | +885.7% | +171.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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