+266.7%
CAT vs NVDL
+2,608.0%
-2,341.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.6% |
| 7D | +2.9% | -0.8% | +3.8% | +3.0% |
| 30D | -2.6% | +3.4% | -6.0% | -3.2% |
| 3M | -10.7% | +8.1% | -18.8% | -11.9% |
| 6M | +16.1% | +31.9% | -15.7% | +11.2% |
| YTD | +43.2% | +21.1% | +22.1% | +37.8% |
| 1Y | +96.8% | +34.0% | +62.8% | +86.5% |
| 3Y | +201.4% | +677.9% | -476.6% | +131.7% |
| All | +266.7% | +2,608.0% | -2,341.3% | +155.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling