+170.5%
CAT vs NVDL
+1,259.0%
-1,088.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.0% | +3.1% | -0.4% |
| 7D | +7.4% | -24.8% | +32.2% | +10.9% |
| 30D | -19.7% | -48.0% | +28.4% | -13.5% |
| 3M | -29.6% | -51.5% | +21.9% | -23.8% |
| 6M | -33.2% | -54.9% | +21.7% | -27.6% |
| YTD | +5.7% | -39.2% | +44.9% | +9.9% |
| 1Y | +9.3% | -41.1% | +50.5% | +13.9% |
| 3Y | +158.3% | +262.9% | -104.6% | +116.4% |
| All | +170.5% | +1,259.0% | -1,088.4% | +103.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling