+1,144.3%
CAT vs NRG
+1,083.9%
+60.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +1.2% |
| 7D | +0.6% | -4.7% | +5.2% | +2.0% |
| 30D | -4.3% | -6.0% | +1.6% | -2.9% |
| 3M | -8.6% | -8.0% | -0.7% | -7.4% |
| 6M | +16.1% | -23.2% | +39.3% | +23.5% |
| YTD | +43.8% | -28.1% | +71.8% | +55.5% |
| 1Y | +91.5% | -27.3% | +118.7% | +106.0% |
| 3Y | +202.7% | +208.7% | -5.9% | +103.8% |
| 5Y | +335.1% | +197.7% | +137.5% | +190.6% |
| All | +1,144.3% | +1,083.9% | +60.4% | +556.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 10y: compounded portfolio wealth divided by compounded NRG 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…
10y analysis · Full analysis span regression · 6 months rolling