+95.4%
CAT vs NDAQ
+4.3%
+91.1%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.9% | +3.6% | +1.3% |
| 7D | +1.7% | -2.4% | +4.2% | +1.1% |
| 30D | -6.6% | +2.5% | -9.0% | -6.0% |
| 3M | -13.3% | +9.9% | -23.2% | -10.0% |
| 6M | +11.6% | +9.4% | +2.2% | +15.7% |
| YTD | +42.9% | +0.4% | +42.5% | +49.5% |
| 1Y | +95.4% | +4.0% | +91.4% | +107.1% |
| All | +95.4% | +4.3% | +91.1% | +107.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 1y: compounded portfolio wealth divided by compounded NDAQ 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…
1y analysis · Full analysis span regression · 6 months rolling