+9.3%
CAT vs NVDL
-43.7%
+53.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.0% | +3.1% | 0.0% |
| 7D | +7.4% | -24.8% | +32.2% | +13.7% |
| 30D | -19.7% | -48.0% | +28.4% | -8.1% |
| 3M | -29.6% | -51.5% | +21.9% | -18.6% |
| 6M | -33.2% | -54.9% | +21.7% | -23.2% |
| YTD | +5.7% | -39.2% | +44.9% | +9.5% |
| 1Y | +9.3% | -41.1% | +50.5% | +13.1% |
| All | +9.3% | -43.7% | +53.0% | +13.1% |
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