+96.3%
CAT vs NOC
-8.3%
+104.6%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.4% | +1.0% |
| 7D | +5.6% | -2.7% | +8.2% | +5.7% |
| 30D | -2.3% | -8.9% | +6.5% | -1.9% |
| 3M | -10.0% | -3.7% | -6.3% | -9.7% |
| 6M | +21.2% | -30.8% | +52.0% | +28.8% |
| YTD | +44.4% | -7.9% | +52.4% | +43.2% |
| 1Y | +96.3% | -9.4% | +105.7% | +97.2% |
| All | +96.3% | -8.3% | +104.6% | +97.2% |
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