+395.5%
CAT vs NVT
+498.9%
-103.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.8% | -0.9% | +0.9% |
| 7D | +1.7% | +3.5% | -1.7% | -0.4% |
| 30D | -24.6% | -28.2% | +3.6% | -11.5% |
| 3M | -28.5% | -30.1% | +1.6% | -15.3% |
| 6M | -34.8% | -32.5% | -2.3% | -21.6% |
| YTD | +5.9% | +15.2% | -9.3% | -4.3% |
| 1Y | +6.8% | +7.2% | -0.4% | -0.1% |
| 3Y | +161.1% | +134.2% | +26.9% | +50.6% |
| 5Y | +213.4% | +238.3% | -24.9% | +44.4% |
| All | +395.5% | +498.9% | -103.4% | +67.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling