+1,144.3%
CAT vs NI
+143.3%
+1,001.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +0.6% | 0.0% | +0.5% | +0.6% |
| 30D | -4.3% | -1.4% | -2.9% | -3.9% |
| 3M | -8.6% | -10.6% | +1.9% | -5.0% |
| 6M | +16.1% | -9.3% | +25.4% | +20.0% |
| YTD | +43.8% | +1.1% | +42.6% | +42.9% |
| 1Y | +91.5% | +3.4% | +88.1% | +88.4% |
| 3Y | +202.7% | +67.9% | +134.8% | +146.3% |
| 5Y | +335.1% | +98.0% | +237.2% | +229.3% |
| All | +1,144.3% | +143.3% | +1,001.1% | +835.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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