+183.3%
CAT vs NEM
+144.1%
+39.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.7% |
| 7D | -10.3% | +13.4% | -23.7% | -12.5% |
| 30D | -31.2% | +6.5% | -37.7% | -32.1% |
| 3M | -34.7% | +14.9% | -49.6% | -36.6% |
| 6M | -39.5% | +5.5% | -45.0% | -40.5% |
| YTD | -1.7% | +21.9% | -23.5% | -5.8% |
| 1Y | -1.1% | +47.9% | -49.0% | -7.9% |
| 3Y | +143.9% | +238.2% | -94.3% | +99.7% |
| All | +183.3% | +144.1% | +39.1% | +142.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling