+17,723.7%
CAT vs NSC
+5,576.5%
+12,147.3%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.8% | +3.7% | +2.3% |
| 7D | -10.3% | -6.6% | -3.7% | -7.1% |
| 30D | -31.2% | +2.2% | -33.3% | -32.1% |
| 3M | -34.7% | -6.2% | -28.5% | -32.7% |
| 6M | -39.5% | +1.7% | -41.2% | -40.4% |
| YTD | -1.7% | +12.2% | -13.9% | -7.9% |
| 1Y | -1.1% | +15.4% | -16.5% | -8.8% |
| 3Y | +143.9% | +73.3% | +70.5% | +80.5% |
| 5Y | +194.8% | +24.7% | +170.1% | +155.0% |
| 10Y | +739.8% | +324.5% | +415.3% | +297.1% |
| All | +17,723.7% | +5,576.5% | +12,147.3% | +2,237.3% |
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