+25,808.1%
CAT vs NEM
+487.7%
+25,320.4%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.8% | +3.5% | +1.9% |
| 7D | +1.7% | +0.3% | +1.4% | +1.7% |
| 30D | -6.6% | +23.1% | -29.6% | -9.0% |
| 3M | -13.3% | +18.5% | -31.8% | -15.2% |
| 6M | +11.6% | +7.8% | +3.8% | +10.2% |
| YTD | +42.9% | +29.1% | +13.8% | +38.1% |
| 1Y | +95.4% | +72.7% | +22.8% | +82.3% |
| 3Y | +196.6% | +248.7% | -52.1% | +152.7% |
| 5Y | +321.7% | +148.7% | +173.0% | +268.6% |
| 10Y | +1,140.8% | +304.8% | +836.0% | +906.7% |
| All | +25,808.1% | +487.7% | +25,320.4% | +19,352.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling