+688.6%
CAT vs VIG
+262.6%
+426.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +7.4% | +3.5% | +4.0% | +3.1% |
| 30D | -19.7% | +4.9% | -24.6% | -24.5% |
| 3M | -29.6% | +2.5% | -32.1% | -31.9% |
| 6M | -33.2% | +11.0% | -44.2% | -41.3% |
| YTD | +5.7% | +16.0% | -10.3% | -11.2% |
| 1Y | +9.3% | +17.5% | -8.2% | -9.5% |
| 3Y | +158.3% | +67.0% | +91.3% | +42.6% |
| 5Y | +211.6% | +64.8% | +146.8% | +74.6% |
| All | +688.6% | +262.6% | +426.0% | +66.8% |
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