+143.9%
CAT vs NSC
+74.1%
+69.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.8% | +3.7% | +2.4% |
| 7D | -10.3% | -6.6% | -3.7% | -7.0% |
| 30D | -31.2% | +2.2% | -33.3% | -32.2% |
| 3M | -34.7% | -6.2% | -28.5% | -32.6% |
| 6M | -39.5% | +1.7% | -41.2% | -40.5% |
| YTD | -1.7% | +12.2% | -13.9% | -8.5% |
| 1Y | -1.1% | +15.4% | -16.5% | -9.5% |
| 3Y | +143.9% | +73.3% | +70.5% | +73.9% |
| All | +143.9% | +74.1% | +69.8% | +73.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling