+148.1%
CAT vs NVDX
+357.5%
-209.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.0% | +3.2% | -0.3% |
| 7D | +7.4% | -24.7% | +32.2% | +11.2% |
| 30D | -19.7% | -48.2% | +28.5% | -12.9% |
| 3M | -29.6% | -51.9% | +22.3% | -23.2% |
| 6M | -33.2% | -55.6% | +22.4% | -27.0% |
| YTD | +5.7% | -41.5% | +47.2% | +10.7% |
| 1Y | +9.3% | -44.0% | +53.3% | +14.9% |
| 3Y | +158.3% | +262.2% | -103.9% | +101.7% |
| All | +148.1% | +357.5% | -209.4% | +80.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDX.
Daily Out/Under-Performance
Portfolio return minus NVDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDX 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 all: compounded portfolio wealth divided by compounded NVDX 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…
all analysis · Full analysis span regression · 6 months rolling