+1,157.1%
CAT vs NEM
+299.2%
+857.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -1.0% |
| 7D | +2.9% | +3.1% | -0.1% | +2.4% |
| 30D | -2.6% | +10.0% | -12.6% | -4.3% |
| 3M | -10.7% | +30.9% | -41.6% | -14.8% |
| 6M | +16.1% | +10.5% | +5.6% | +13.5% |
| YTD | +43.2% | +29.7% | +13.5% | +36.5% |
| 1Y | +96.8% | +71.1% | +25.7% | +80.1% |
| 3Y | +201.4% | +252.1% | -50.7% | +145.7% |
| 5Y | +332.7% | +157.7% | +175.0% | +262.3% |
| 10Y | +1,157.1% | +319.4% | +837.8% | +896.5% |
| All | +1,157.1% | +299.2% | +857.9% | +896.5% |
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