+157.5%
CAT vs NXT
+213.5%
-56.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.4% | -1.1% |
| 7D | +7.4% | -9.4% | +16.9% | +9.4% |
| 30D | -19.7% | +15.1% | -34.8% | -22.2% |
| 3M | -29.6% | -9.1% | -20.5% | -28.9% |
| 6M | -33.2% | -30.3% | -2.9% | -29.9% |
| YTD | +5.7% | +9.1% | -3.4% | +2.5% |
| 1Y | +9.3% | +7.9% | +1.5% | +6.2% |
| 3Y | +158.3% | +176.5% | -18.2% | +107.3% |
| All | +157.5% | +213.5% | -56.1% | +98.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling