+156.9%
CAT vs NXT
+246.1%
-89.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | 0.0% | +7.2% | +7.2% |
| 7D | -2.4% | +15.1% | -17.5% | -5.1% |
| 30D | -25.0% | +21.8% | -46.8% | -28.1% |
| 3M | -28.7% | +1.6% | -30.3% | -29.5% |
| 6M | -33.0% | -16.7% | -16.3% | -31.9% |
| YTD | +5.4% | +20.4% | -15.0% | +0.5% |
| 1Y | +7.3% | +0.2% | +7.0% | +4.8% |
| 3Y | +166.0% | +208.7% | -42.6% | +109.3% |
| All | +156.9% | +246.1% | -89.2% | +94.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 10y: compounded portfolio wealth divided by compounded NXT 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…
10y analysis · Full analysis span regression · 6 months rolling