+326.0%
CAT vs VIG
+63.1%
+262.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +2.3% |
| 7D | +1.7% | -0.4% | +2.1% | +2.3% |
| 30D | -6.6% | -1.0% | -5.6% | -5.4% |
| 3M | -13.3% | +2.8% | -16.1% | -16.1% |
| 6M | +11.6% | +8.2% | +3.4% | +1.6% |
| YTD | +42.9% | +11.0% | +31.9% | +26.5% |
| 1Y | +95.4% | +16.1% | +79.3% | +64.2% |
| 3Y | +196.6% | +56.2% | +140.4% | +81.1% |
| All | +326.0% | +63.1% | +262.9% | +140.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling