+134.2%
CAT vs NVD
-98.6%
+232.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +9.0% | -8.4% | +1.8% |
| 7D | +9.3% | +17.0% | -7.7% | +11.8% |
| 30D | -21.5% | +77.3% | -98.8% | -14.6% |
| 3M | -29.1% | +61.6% | -90.7% | -23.3% |
| 6M | -33.4% | +40.7% | -74.0% | -28.1% |
| YTD | +6.6% | -10.5% | +17.0% | +10.3% |
| 1Y | +6.5% | -6.1% | +12.6% | +11.2% |
| 3Y | +162.7% | -98.4% | +261.1% | +97.0% |
| All | +134.2% | -98.6% | +232.8% | +70.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling