+8.9%
CAT vs NOC
-7.1%
+16.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -4.5% | -0.7% | -5.1% |
| 7D | -17.1% | -5.0% | -12.2% | -17.0% |
| 30D | -30.1% | +10.3% | -40.5% | -30.5% |
| 3M | -32.4% | -4.3% | -28.1% | -32.4% |
| 6M | -32.1% | -6.5% | -25.6% | -31.4% |
| YTD | +4.1% | -6.7% | +10.8% | +0.9% |
| 1Y | +8.9% | -7.5% | +16.4% | +5.8% |
| All | +8.9% | -7.1% | +16.0% | +5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 1y: compounded portfolio wealth divided by compounded NOC 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…
1y analysis · Full analysis span regression · 6 months rolling