+98.5%
CAT vs NSC
+21.1%
+77.4%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.3% |
| 7D | +5.6% | -1.5% | +7.1% | +6.4% |
| 30D | -2.3% | -1.9% | -0.4% | -1.4% |
| 3M | -10.0% | +6.2% | -16.2% | -13.3% |
| 6M | +21.2% | +9.2% | +12.1% | +14.2% |
| YTD | +44.4% | +15.0% | +29.4% | +32.9% |
| All | +98.5% | +21.1% | +77.4% | +78.0% |
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