+8.9%
CAT vs NVDL
-23.5%
+32.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -6.1% | +0.9% | -3.9% |
| 7D | -17.1% | -14.0% | -3.1% | -14.4% |
| 30D | -30.1% | -31.2% | +1.1% | -24.6% |
| 3M | -32.4% | -15.5% | -16.9% | -30.3% |
| 6M | -32.1% | -10.3% | -21.8% | -31.6% |
| YTD | +4.1% | -5.8% | +9.9% | -0.5% |
| 1Y | +8.9% | -20.1% | +29.0% | +5.2% |
| All | +8.9% | -23.5% | +32.4% | +5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 1y: compounded portfolio wealth divided by compounded NVDL 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…
1y analysis · Full analysis span regression · 6 months rolling