+214.2%
CAT vs NDAQ
+68.2%
+146.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.8% |
| 7D | +9.3% | +1.7% | +7.6% | +8.9% |
| 30D | -21.5% | +16.2% | -37.7% | -24.6% |
| 3M | -29.1% | +14.0% | -43.1% | -31.6% |
| 6M | -33.4% | +22.3% | -55.6% | -37.4% |
| YTD | +6.6% | +13.0% | -6.4% | +2.6% |
| 1Y | +6.5% | +24.0% | -17.5% | -1.4% |
| 3Y | +162.7% | +117.1% | +45.6% | +94.7% |
| 5Y | +214.2% | +67.5% | +146.7% | +143.7% |
| All | +214.2% | +68.2% | +146.0% | +143.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling