+28.0%
NBIS vs CAT
+5.5%
+22.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -5.2% | -1.4% | -0.2% |
| 7D | -22.4% | -17.1% | -5.3% | -2.3% |
| 30D | -39.1% | -30.1% | -9.0% | -5.0% |
| 3M | -37.3% | -32.4% | -4.9% | +2.7% |
| 6M | -19.8% | -32.1% | +12.3% | +36.3% |
| YTD | +69.1% | +4.1% | +65.0% | +61.3% |
| 1Y | +28.0% | +8.9% | +19.1% | +15.9% |
| All | +28.0% | +5.5% | +22.5% | +15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAT.
Daily Out/Under-Performance
Portfolio return minus CAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAT 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 1y: compounded portfolio wealth divided by compounded CAT 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…
1y analysis · Full analysis span regression · 6 months rolling