+160.5%
CAT vs NXT
+171.4%
-10.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.9% | +7.6% | +1.9% |
| 7D | +9.3% | -6.0% | +15.3% | +10.5% |
| 30D | -21.5% | +5.4% | -26.9% | -22.7% |
| 3M | -29.1% | -9.7% | -19.4% | -28.3% |
| 6M | -33.4% | -25.3% | -8.0% | -31.0% |
| YTD | +6.6% | +7.5% | -0.9% | +4.0% |
| 1Y | +6.5% | -3.0% | +9.5% | +5.3% |
| All | +160.5% | +171.4% | -10.9% | +115.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling