+92.1%
CAT vs NVDL
+19.5%
+72.5%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.7% | +3.4% | -0.4% |
| 7D | +0.6% | -8.7% | +9.3% | +2.3% |
| 30D | -4.5% | -1.3% | -3.2% | -4.7% |
| 3M | -5.8% | +11.4% | -17.2% | -8.7% |
| 6M | +12.7% | +22.9% | -10.1% | +4.7% |
| YTD | +41.4% | +15.4% | +26.0% | +31.0% |
| 1Y | +92.1% | +18.8% | +73.3% | +78.5% |
| All | +92.1% | +19.5% | +72.5% | +78.5% |
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