+166.0%
CAT vs NI
+97.2%
+68.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +2.1% | +5.1% | +6.6% |
| 7D | -2.4% | +0.4% | -2.8% | -2.5% |
| 30D | -25.0% | +11.3% | -36.3% | -27.4% |
| 3M | -28.7% | +6.5% | -35.2% | -30.1% |
| 6M | -33.0% | -2.3% | -30.7% | -32.8% |
| YTD | +5.4% | +10.8% | -5.4% | +2.4% |
| 1Y | +7.3% | +6.2% | +1.0% | +5.3% |
| 3Y | +166.0% | +98.7% | +67.4% | +117.6% |
| All | +166.0% | +97.2% | +68.8% | +117.6% |
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