+203.9%
CAT vs NWSA
+44.8%
+159.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.9% | +2.9% | +1.5% |
| 7D | +5.6% | -2.6% | +8.2% | +6.2% |
| 30D | -2.3% | +4.6% | -6.9% | -3.5% |
| 3M | -10.0% | +10.2% | -20.2% | -12.6% |
| 6M | +21.2% | +21.6% | -0.4% | +12.6% |
| YTD | +44.4% | +14.6% | +29.8% | +37.2% |
| 1Y | +96.3% | +0.4% | +95.9% | +100.7% |
| 3Y | +203.9% | +45.0% | +158.9% | +155.4% |
| All | +203.9% | +44.8% | +159.1% | +155.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 3y: compounded portfolio wealth divided by compounded NWSA 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…
3y analysis · Full analysis span regression · 6 months rolling