+17,723.7%
CAT vs NOC
+16,780.9%
+942.8%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -10.3% | -5.8% | -4.5% | -8.5% |
| 30D | -31.2% | +10.9% | -42.1% | -33.7% |
| 3M | -34.7% | -7.1% | -27.6% | -33.4% |
| 6M | -39.5% | -5.3% | -34.1% | -39.0% |
| YTD | -1.7% | -6.8% | +5.1% | -1.0% |
| 1Y | -1.1% | -6.7% | +5.6% | -0.6% |
| 3Y | +143.9% | +17.2% | +126.7% | +121.4% |
| 5Y | +194.8% | +56.3% | +138.5% | +135.4% |
| 10Y | +739.8% | +173.7% | +566.0% | +439.0% |
| All | +17,723.7% | +16,780.9% | +942.8% | +4,014.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling