+2,648.4%
CAT vs NRG
+1,284.9%
+1,363.5%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.1% | -0.5% |
| 7D | +7.4% | +10.0% | -2.5% | +4.2% |
| 30D | -19.7% | -3.2% | -16.4% | -19.1% |
| 3M | -29.6% | -18.5% | -11.1% | -25.5% |
| 6M | -33.2% | -25.3% | -7.9% | -27.9% |
| YTD | +5.7% | -38.1% | +43.8% | +20.3% |
| 1Y | +9.3% | -40.7% | +50.0% | +26.0% |
| 3Y | +158.3% | +121.8% | +36.6% | +82.6% |
| 5Y | +211.6% | +209.2% | +2.3% | +93.4% |
| 10Y | +698.5% | +981.4% | -282.9% | +201.1% |
| All | +2,648.4% | +1,284.9% | +1,363.5% | +931.2% |
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