+210.8%
CAT vs NVD
-99.1%
+309.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.5% | -5.8% | -0.7% |
| 7D | +0.6% | +9.0% | -8.4% | +1.7% |
| 30D | -4.5% | -5.5% | +0.9% | -4.8% |
| 3M | -5.8% | -24.6% | +18.8% | -7.8% |
| 6M | +12.7% | -42.1% | +54.8% | +8.1% |
| YTD | +41.4% | -44.3% | +85.7% | +35.9% |
| 1Y | +92.1% | -54.2% | +146.2% | +82.7% |
| 3Y | +197.5% | -99.1% | +296.6% | +101.1% |
| All | +210.8% | -99.1% | +309.9% | +110.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling