+9.3%
CAT vs NSC
+16.6%
-7.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | 0.0% |
| 7D | +7.4% | +2.5% | +5.0% | +6.2% |
| 30D | -19.7% | +1.7% | -21.4% | -20.4% |
| 3M | -29.6% | -2.6% | -27.0% | -28.7% |
| 6M | -33.2% | +6.4% | -39.6% | -36.1% |
| YTD | +5.7% | +15.5% | -9.8% | -4.0% |
| 1Y | +9.3% | +17.6% | -8.2% | -2.0% |
| All | +9.3% | +16.6% | -7.2% | -2.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling