+712.5%
CAT vs NEM
+318.7%
+393.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +3.5% | +3.7% | +6.6% |
| 7D | -2.4% | +14.7% | -17.1% | -4.7% |
| 30D | -25.0% | +6.2% | -31.2% | -25.8% |
| 3M | -28.7% | +11.0% | -39.7% | -30.1% |
| 6M | -33.0% | +7.9% | -40.9% | -34.2% |
| YTD | +5.4% | +26.2% | -20.7% | +0.8% |
| 1Y | +7.3% | +51.5% | -44.2% | -0.1% |
| 3Y | +166.0% | +290.6% | -124.6% | +114.6% |
| 5Y | +210.1% | +153.1% | +57.0% | +161.0% |
| 10Y | +712.5% | +332.4% | +380.1% | +533.2% |
| All | +712.5% | +318.7% | +393.8% | +533.2% |
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