+570.0%
NBIS vs CAT
+52.6%
+517.4%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.4% | -2.9% | -2.5% |
| 7D | -11.6% | -6.3% | -5.3% | -3.8% |
| 30D | -39.4% | -26.8% | -12.6% | -12.2% |
| 3M | -27.2% | -30.0% | +2.8% | +11.9% |
| 6M | -24.3% | -34.6% | +10.3% | +29.0% |
| YTD | +60.1% | +2.9% | +57.2% | +67.7% |
| 1Y | +21.9% | +3.3% | +18.6% | +27.7% |
| All | +570.0% | +52.6% | +517.4% | +308.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling