+204.5%
CAT vs NVT
+231.2%
-26.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.7% | -0.7% | -1.5% |
| 7D | -6.3% | -13.0% | +6.7% | -0.1% |
| 30D | -26.8% | -32.7% | +5.9% | -11.6% |
| 3M | -30.0% | -30.6% | +0.6% | -17.2% |
| 6M | -34.6% | -33.6% | -1.0% | -21.0% |
| YTD | +2.9% | +11.0% | -8.1% | -4.3% |
| 1Y | +3.3% | +0.8% | +2.5% | +0.5% |
| 3Y | +153.7% | +125.7% | +28.0% | +49.0% |
| All | +204.5% | +231.2% | -26.7% | +37.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling