+9.3%
CAT vs NI
+8.7%
+0.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.4% | -1.0% |
| 7D | +7.4% | +4.3% | +3.1% | +5.8% |
| 30D | -19.7% | +12.4% | -32.0% | -23.4% |
| 3M | -29.6% | +10.2% | -39.8% | -32.4% |
| 6M | -33.2% | -0.8% | -32.4% | -33.1% |
| YTD | +5.7% | +13.2% | -7.6% | -0.9% |
| 1Y | +9.3% | +10.1% | -0.7% | +3.8% |
| All | +9.3% | +8.7% | +0.6% | +3.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling