+202.7%
CAT vs NYT
+56.2%
+146.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.6% |
| 7D | +0.6% | -0.6% | +1.2% | +0.6% |
| 30D | -4.3% | +4.6% | -8.9% | -4.9% |
| 3M | -8.6% | -9.6% | +0.9% | -7.8% |
| 6M | +16.1% | -14.0% | +30.1% | +18.1% |
| YTD | +43.8% | -2.8% | +46.6% | +41.3% |
| 1Y | +91.5% | +15.6% | +75.9% | +78.2% |
| 3Y | +202.7% | +56.3% | +146.4% | +139.8% |
| All | +202.7% | +56.2% | +146.5% | +139.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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