+822.7%
CAT vs NWSA
+98.2%
+724.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.0% |
| 7D | -10.3% | -9.4% | -0.9% | -6.9% |
| 30D | -31.2% | -7.8% | -23.4% | -29.3% |
| 3M | -34.7% | -10.8% | -23.9% | -32.2% |
| 6M | -39.5% | +1.1% | -40.5% | -41.3% |
| YTD | -1.7% | +1.8% | -3.5% | -5.7% |
| 1Y | -1.1% | +6.0% | -7.1% | -7.2% |
| 3Y | +143.9% | +24.6% | +119.3% | +111.7% |
| 5Y | +194.8% | +13.1% | +181.6% | +158.9% |
| 10Y | +739.8% | +148.5% | +591.2% | +376.7% |
| All | +822.7% | +98.2% | +724.5% | +467.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling