+126.2%
CAT vs NVD
-98.6%
+224.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +10.9% | -13.2% | -1.0% |
| 7D | -6.3% | +43.9% | -50.2% | -1.2% |
| 30D | -26.8% | +74.0% | -100.8% | -20.6% |
| 3M | -30.0% | +48.3% | -78.4% | -25.1% |
| 6M | -34.6% | +30.3% | -64.9% | -30.2% |
| YTD | +2.9% | -12.9% | +15.8% | +6.0% |
| 1Y | +3.3% | -4.0% | +7.3% | +8.0% |
| 3Y | +153.7% | -98.5% | +252.2% | +89.4% |
| All | +126.2% | -98.6% | +224.8% | +64.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling