+25,808.1%
CAT vs NI
+5,092.7%
+20,715.4%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.4% | +2.0% |
| 7D | +1.7% | +2.0% | -0.3% | +0.9% |
| 30D | -6.6% | -3.5% | -3.0% | -5.2% |
| 3M | -13.3% | -9.1% | -4.2% | -10.1% |
| 6M | +11.6% | -11.8% | +23.5% | +17.2% |
| YTD | +42.9% | +1.1% | +41.9% | +42.0% |
| 1Y | +95.4% | +6.7% | +88.7% | +89.4% |
| 3Y | +196.6% | +71.1% | +125.5% | +133.6% |
| 5Y | +321.7% | +94.3% | +227.3% | +211.1% |
| 10Y | +1,140.8% | +135.8% | +1,005.0% | +706.8% |
| All | +25,808.1% | +5,092.7% | +20,715.4% | +5,617.6% |
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 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