+674.0%
CAT vs NSC
+301.1%
+372.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.6% | -3.0% | -2.8% |
| 7D | -6.3% | -3.4% | -2.9% | -4.2% |
| 30D | -26.8% | +3.6% | -30.4% | -28.6% |
| 3M | -30.0% | -1.4% | -28.6% | -29.7% |
| 6M | -34.6% | +6.0% | -40.5% | -37.6% |
| YTD | +2.9% | +15.5% | -12.6% | -7.2% |
| 1Y | +3.3% | +16.2% | -13.0% | -7.3% |
| 3Y | +153.7% | +76.9% | +76.7% | +68.2% |
| 5Y | +207.3% | +29.3% | +178.0% | +146.1% |
| 10Y | +674.0% | +298.3% | +375.7% | +207.1% |
| All | +674.0% | +301.1% | +372.9% | +207.1% |
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