+333.5%
CAT vs NVT
+425.5%
-92.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.2% | -3.1% | -1.1% |
| 7D | +5.6% | +10.4% | -4.8% | +0.3% |
| 30D | -2.3% | -1.3% | -1.1% | -1.9% |
| 3M | -10.0% | -0.6% | -9.4% | -10.0% |
| 6M | +21.2% | +53.8% | -32.5% | -2.9% |
| YTD | +44.4% | +60.2% | -15.7% | +13.1% |
| 1Y | +96.3% | +76.8% | +19.5% | +45.6% |
| 3Y | +203.9% | +191.2% | +12.7% | +60.3% |
| 5Y | +333.5% | +430.9% | -97.4% | +52.8% |
| All | +333.5% | +425.5% | -92.0% | +52.8% |
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