+8.9%
CAT vs NVD
-27.4%
+36.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +6.5% | -11.7% | -3.8% |
| 7D | -17.1% | +15.0% | -32.1% | -14.4% |
| 30D | -30.1% | +39.3% | -69.4% | -24.7% |
| 3M | -32.4% | +3.1% | -35.5% | -30.5% |
| 6M | -32.1% | -19.0% | -13.1% | -31.7% |
| YTD | +4.1% | -35.5% | +39.6% | -1.0% |
| 1Y | +8.9% | -30.2% | +39.1% | +4.7% |
| All | +8.9% | -27.4% | +36.3% | +4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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