+19,008.0%
CAT vs NI
+5,591.3%
+13,416.7%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +2.1% | +5.1% | +6.4% |
| 7D | -2.4% | +0.4% | -2.8% | -2.5% |
| 30D | -25.0% | +11.3% | -36.3% | -28.3% |
| 3M | -28.7% | +6.5% | -35.2% | -30.6% |
| 6M | -33.0% | -2.3% | -30.7% | -32.6% |
| YTD | +5.4% | +10.8% | -5.4% | +0.7% |
| 1Y | +7.3% | +6.2% | +1.0% | +4.2% |
| 3Y | +166.0% | +98.7% | +67.4% | +97.3% |
| 5Y | +210.1% | +111.3% | +98.8% | +121.0% |
| 10Y | +712.5% | +178.1% | +534.4% | +393.8% |
| All | +19,008.0% | +5,591.3% | +13,416.7% | +3,956.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling