+25,808.1%
CAT vs NOC
+16,458.4%
+9,349.7%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.5% | +4.2% | +2.6% |
| 7D | +1.7% | -5.2% | +6.9% | +3.5% |
| 30D | -6.6% | -7.2% | +0.6% | -4.4% |
| 3M | -13.3% | -5.1% | -8.2% | -12.3% |
| 6M | +11.6% | -31.1% | +42.7% | +25.4% |
| YTD | +42.9% | -8.6% | +51.5% | +45.4% |
| 1Y | +95.4% | -9.7% | +105.2% | +99.1% |
| 3Y | +196.6% | +24.3% | +172.3% | +163.6% |
| 5Y | +321.7% | +52.6% | +269.0% | +239.6% |
| 10Y | +1,140.8% | +183.6% | +957.2% | +688.9% |
| All | +25,808.1% | +16,458.4% | +9,349.7% | +5,939.8% |
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 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