+688.6%
CAT vs NEM
+363.4%
+325.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.3% | -0.9% |
| 7D | +7.4% | -6.4% | +13.9% | +8.6% |
| 30D | -19.7% | +1.4% | -21.1% | -20.0% |
| 3M | -29.6% | -0.7% | -28.9% | -29.7% |
| 6M | -33.2% | -4.5% | -28.7% | -33.2% |
| YTD | +5.7% | +14.0% | -8.4% | +2.7% |
| 1Y | +9.3% | +27.3% | -17.9% | +4.5% |
| 3Y | +158.3% | +250.5% | -92.2% | +111.1% |
| 5Y | +211.6% | +121.1% | +90.5% | +167.0% |
| All | +688.6% | +363.4% | +325.2% | +528.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 10y: compounded portfolio wealth divided by compounded NEM 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…
10y analysis · Full analysis span regression · 6 months rolling