+26,079.9%
CAT vs NYT
+772.2%
+25,307.7%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.7% |
| 7D | +5.6% | +0.3% | +5.2% | +5.5% |
| 30D | -2.3% | +7.0% | -9.3% | -4.3% |
| 3M | -10.0% | -7.9% | -2.1% | -8.8% |
| 6M | +21.2% | -15.0% | +36.3% | +25.3% |
| YTD | +44.4% | -1.3% | +45.7% | +42.2% |
| 1Y | +96.3% | +16.9% | +79.4% | +82.9% |
| 3Y | +203.9% | +58.9% | +145.0% | +154.3% |
| 5Y | +333.5% | +40.9% | +292.6% | +265.6% |
| 10Y | +1,126.0% | +471.8% | +654.2% | +528.5% |
| All | +26,079.9% | +772.2% | +25,307.7% | +9,603.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling