+695.3%
CAT vs NSC
+302.7%
+392.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.1% |
| 7D | +9.3% | +1.6% | +7.7% | +8.2% |
| 30D | -21.5% | +4.2% | -25.7% | -23.7% |
| 3M | -29.1% | -0.2% | -28.9% | -29.2% |
| 6M | -33.4% | +7.6% | -40.9% | -37.0% |
| YTD | +6.6% | +17.4% | -10.8% | -4.9% |
| 1Y | +6.5% | +18.3% | -11.8% | -5.4% |
| 3Y | +162.7% | +79.8% | +82.9% | +72.4% |
| 5Y | +214.2% | +34.3% | +179.9% | +145.4% |
| All | +695.3% | +302.7% | +392.6% | +219.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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