+8.9%
CAT vs NDAQ
+28.8%
-19.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +2.6% | -7.8% | -4.6% |
| 7D | -17.1% | +3.9% | -21.0% | -16.3% |
| 30D | -30.1% | +19.0% | -49.1% | -27.2% |
| 3M | -32.4% | +17.6% | -50.0% | -29.7% |
| 6M | -32.1% | +21.0% | -53.1% | -27.5% |
| YTD | +4.1% | +14.1% | -10.0% | +13.8% |
| 1Y | +8.9% | +29.4% | -20.5% | +12.0% |
| All | +8.9% | +28.8% | -19.9% | +12.0% |
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