+327.9%
CAT vs NYT
+39.3%
+288.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.2% | -1.3% |
| 7D | +0.6% | -0.7% | +1.3% | +0.7% |
| 30D | -4.5% | +4.5% | -9.0% | -5.4% |
| 3M | -5.8% | -8.5% | +2.7% | -4.9% |
| 6M | +12.7% | -15.1% | +27.8% | +15.5% |
| YTD | +41.4% | -3.3% | +44.7% | +39.8% |
| 1Y | +92.1% | +17.0% | +75.1% | +79.9% |
| 3Y | +197.5% | +55.7% | +141.8% | +153.6% |
| 5Y | +327.9% | +38.9% | +289.1% | +247.3% |
| All | +327.9% | +39.3% | +288.7% | +247.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling