+158.9%
CAT vs NDAQ
+120.1%
+38.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.3% | +3.2% | +3.0% |
| 7D | +1.7% | 0.0% | +1.8% | +1.8% |
| 30D | -24.6% | +16.3% | -40.9% | -26.6% |
| 3M | -28.5% | +15.8% | -44.3% | -30.4% |
| 6M | -34.8% | +24.8% | -59.6% | -37.8% |
| YTD | +5.9% | +14.1% | -8.2% | +4.6% |
| 1Y | +6.8% | +26.5% | -19.7% | +0.1% |
| All | +158.9% | +120.1% | +38.8% | +93.0% |
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 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