+332.6%
CAT vs NRG
+194.8%
+137.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.8% |
| 3M | -8.6% | -8.0% | -0.7% | -7.5% |
| 6M | +16.1% | -23.2% | +39.3% | +23.7% |
| YTD | +43.8% | -28.1% | +71.8% | +55.8% |
| 1Y | +91.5% | -27.3% | +118.7% | +106.4% |
| 3Y | +202.7% | +208.7% | -5.9% | +94.4% |
| All | +332.6% | +194.8% | +137.8% | +185.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling