+217.5%
CAT vs NVD
-99.2%
+316.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.9% | -2.8% | +1.5% |
| 7D | +5.6% | -7.7% | +13.2% | +4.6% |
| 30D | -2.3% | -5.8% | +3.5% | -2.6% |
| 3M | -10.0% | -23.2% | +13.2% | -11.7% |
| 6M | +21.2% | -49.7% | +71.0% | +14.4% |
| YTD | +44.4% | -47.7% | +92.1% | +37.7% |
| 1Y | +96.3% | -61.3% | +157.6% | +83.3% |
| 3Y | +203.9% | -99.2% | +303.1% | +103.9% |
| All | +217.5% | -99.2% | +316.7% | +113.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling