+3,657.3%
CAT vs NRG
+1,598.0%
+2,059.3%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.9% |
| 7D | +5.6% | +9.3% | -3.7% | +2.5% |
| 30D | -2.3% | +1.3% | -3.6% | -3.0% |
| 3M | -10.0% | -6.0% | -4.0% | -9.2% |
| 6M | +21.2% | -22.0% | +43.2% | +29.2% |
| YTD | +44.4% | -24.1% | +68.6% | +54.9% |
| 1Y | +96.3% | -18.0% | +114.3% | +104.5% |
| 3Y | +203.9% | +220.0% | -16.1% | +91.6% |
| 5Y | +333.5% | +201.1% | +132.4% | +172.6% |
| 10Y | +1,126.0% | +1,085.1% | +40.9% | +349.1% |
| All | +3,657.3% | +1,598.0% | +2,059.3% | +1,228.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling