+18,551.4%
CAT vs NSC
+5,742.2%
+12,809.2%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.6% | -3.0% | -2.7% |
| 7D | -6.3% | -3.4% | -2.9% | -4.6% |
| 30D | -26.8% | +3.6% | -30.4% | -28.2% |
| 3M | -30.0% | -1.4% | -28.6% | -29.7% |
| 6M | -34.6% | +6.0% | -40.5% | -36.9% |
| YTD | +2.9% | +15.5% | -12.6% | -5.0% |
| 1Y | +3.3% | +16.2% | -13.0% | -5.0% |
| 3Y | +153.7% | +76.9% | +76.7% | +85.9% |
| 5Y | +207.3% | +29.3% | +178.0% | +161.1% |
| 10Y | +674.0% | +298.3% | +375.7% | +276.6% |
| All | +18,551.4% | +5,742.2% | +12,809.2% | +2,311.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling