-21.4%
NOW vs CAT
+97.5%
-118.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.7% | -4.7% | -2.2% |
| 7D | -2.4% | +1.7% | -4.1% | -1.6% |
| 30D | +20.5% | -6.6% | +27.1% | +17.4% |
| 3M | +18.3% | -13.3% | +31.6% | +12.4% |
| 6M | +24.1% | +11.6% | +12.4% | +27.9% |
| YTD | -7.8% | +42.9% | -50.7% | -4.9% |
| 1Y | -21.4% | +95.4% | -116.8% | -22.4% |
| All | -21.4% | +97.5% | -118.9% | -22.4% |
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