+326.0%
CAT vs NOC
+53.6%
+272.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.5% | +4.2% | +2.0% |
| 7D | +1.7% | -5.2% | +6.9% | +2.4% |
| 30D | -6.6% | -7.2% | +0.6% | -5.7% |
| 3M | -13.3% | -5.1% | -8.2% | -12.9% |
| 6M | +11.6% | -31.1% | +42.7% | +17.8% |
| YTD | +42.9% | -8.6% | +51.5% | +44.0% |
| 1Y | +95.4% | -9.7% | +105.2% | +97.0% |
| 3Y | +196.6% | +24.3% | +172.3% | +179.3% |
| All | +326.0% | +53.6% | +272.4% | +262.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling