+4,295.7%
CAT vs NDAQ
+2,666.5%
+1,629.2%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.4% | -3.8% | -2.8% |
| 7D | -6.3% | +2.9% | -9.2% | -7.1% |
| 30D | -26.8% | +17.5% | -44.3% | -30.6% |
| 3M | -30.0% | +15.4% | -45.5% | -33.4% |
| 6M | -34.6% | +24.6% | -59.2% | -39.9% |
| YTD | +2.9% | +14.4% | -11.5% | -3.5% |
| 1Y | +3.3% | +26.9% | -23.7% | -6.4% |
| 3Y | +153.7% | +119.8% | +33.9% | +91.6% |
| 5Y | +207.3% | +70.5% | +136.8% | +148.3% |
| 10Y | +674.0% | +475.8% | +198.2% | +323.3% |
| All | +4,295.7% | +2,666.5% | +1,629.2% | +1,598.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling