+143.9%
CAT vs NDAQ
+122.6%
+21.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.9% |
| 7D | -10.3% | +0.8% | -11.1% | -10.4% |
| 30D | -31.2% | +16.5% | -47.7% | -33.1% |
| 3M | -34.7% | +13.5% | -48.2% | -36.2% |
| 6M | -39.5% | +20.9% | -60.4% | -41.9% |
| YTD | -1.7% | +11.4% | -13.1% | -2.5% |
| 1Y | -1.1% | +25.9% | -27.0% | -7.9% |
| 3Y | +143.9% | +119.9% | +24.0% | +80.4% |
| All | +143.9% | +122.6% | +21.2% | +80.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling