+201.7%
CAT vs NI
+71.3%
+130.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.4% | +1.9% |
| 7D | +1.7% | +2.0% | -0.3% | +1.1% |
| 30D | -6.6% | -3.5% | -3.0% | -5.6% |
| 3M | -13.3% | -9.1% | -4.2% | -11.1% |
| 6M | +11.6% | -11.8% | +23.5% | +15.6% |
| YTD | +42.9% | +1.1% | +41.9% | +42.7% |
| 1Y | +95.4% | +6.7% | +88.7% | +91.6% |
| All | +201.7% | +71.3% | +130.3% | +151.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling