+570.1%
CAT vs NVT
+712.1%
-142.0%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.6% | +0.5% |
| 7D | +2.9% | +7.0% | -4.1% | -0.8% |
| 30D | -2.6% | -2.3% | -0.3% | -1.6% |
| 3M | -10.7% | -3.1% | -7.6% | -9.5% |
| 6M | +16.1% | +47.0% | -30.9% | -5.9% |
| YTD | +43.2% | +56.2% | -13.0% | +12.1% |
| 1Y | +96.8% | +74.5% | +22.3% | +44.6% |
| 3Y | +201.4% | +184.0% | +17.3% | +59.9% |
| 5Y | +332.7% | +410.8% | -78.1% | +62.6% |
| All | +570.1% | +712.1% | -142.0% | +96.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling