-35.1%
CAT vs NVD
+16.1%
-51.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +8.7% | -1.5% | +9.3% |
| 7D | -2.4% | +23.8% | -26.2% | +4.0% |
| 30D | -25.0% | +57.0% | -82.0% | -14.8% |
| 3M | -28.7% | +41.6% | -70.3% | -19.5% |
| All | -35.1% | +16.1% | -51.2% | -29.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling