+8.9%
CAT vs NVT
+3.0%
+5.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -12.7% | +7.5% | +1.8% |
| 7D | -17.1% | -19.5% | +2.4% | -6.9% |
| 30D | -30.1% | -32.4% | +2.3% | -13.7% |
| 3M | -32.4% | -30.3% | -2.0% | -18.5% |
| 6M | -32.1% | -30.4% | -1.7% | -18.0% |
| YTD | +4.1% | +11.3% | -7.2% | -3.9% |
| 1Y | +8.9% | +3.6% | +5.3% | +5.0% |
| All | +8.9% | +3.0% | +5.9% | +5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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