+333.5%
CAT vs NI
+100.2%
+233.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.2% | +0.6% |
| 7D | +5.6% | +2.3% | +3.3% | +4.7% |
| 30D | -2.3% | -1.7% | -0.7% | -1.8% |
| 3M | -10.0% | -8.0% | -2.0% | -7.6% |
| 6M | +21.2% | -8.6% | +29.9% | +24.7% |
| YTD | +44.4% | +2.3% | +42.1% | +43.2% |
| 1Y | +96.3% | +6.9% | +89.4% | +91.2% |
| 3Y | +203.9% | +70.6% | +133.4% | +148.3% |
| 5Y | +333.5% | +96.4% | +237.1% | +244.3% |
| All | +333.5% | +100.2% | +233.3% | +244.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling