+712.5%
CAT vs VIG
+267.0%
+445.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +2.4% | +4.8% | +4.2% |
| 7D | -2.4% | +0.4% | -2.8% | -2.9% |
| 30D | -25.0% | +4.3% | -29.3% | -28.9% |
| 3M | -28.7% | +2.0% | -30.8% | -30.6% |
| 6M | -33.0% | +10.2% | -43.2% | -40.5% |
| YTD | +5.4% | +14.8% | -9.4% | -10.3% |
| 1Y | +7.3% | +17.5% | -10.2% | -11.1% |
| 3Y | +166.0% | +67.4% | +98.6% | +46.6% |
| 5Y | +210.1% | +63.4% | +146.7% | +75.6% |
| 10Y | +712.5% | +259.9% | +452.6% | +74.1% |
| All | +712.5% | +267.0% | +445.5% | +74.1% |
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