+183.3%
CAT vs NSC
+23.9%
+159.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.8% | +3.7% | +2.5% |
| 7D | -10.3% | -6.6% | -3.7% | -6.8% |
| 30D | -31.2% | +2.2% | -33.3% | -32.2% |
| 3M | -34.7% | -6.2% | -28.5% | -32.5% |
| 6M | -39.5% | +1.7% | -41.2% | -40.6% |
| YTD | -1.7% | +12.2% | -13.9% | -8.8% |
| 1Y | -1.1% | +15.4% | -16.5% | -9.9% |
| 3Y | +143.9% | +73.3% | +70.5% | +71.2% |
| All | +183.3% | +23.9% | +159.4% | +128.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling