+1,093.1%
CAT vs VIG
+630.3%
+462.8%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.4% |
| 7D | -10.3% | -1.8% | -8.5% | -8.2% |
| 30D | -31.2% | +2.7% | -33.9% | -33.8% |
| 3M | -34.7% | 0.0% | -34.6% | -34.9% |
| 6M | -39.5% | +6.8% | -46.2% | -44.5% |
| YTD | -1.7% | +12.1% | -13.7% | -14.8% |
| 1Y | -1.1% | +14.8% | -16.0% | -16.9% |
| 3Y | +143.9% | +62.4% | +81.4% | +31.4% |
| 5Y | +194.8% | +59.6% | +135.2% | +61.5% |
| 10Y | +739.8% | +261.5% | +478.3% | +51.9% |
| All | +1,093.1% | +630.3% | +462.8% | -19.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling