-41.8%
NOW vs CAT
+7.0%
-48.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.7% | -1.9% |
| 7D | -1.7% | +9.3% | -11.0% | +0.8% |
| 30D | -27.4% | -21.5% | -5.9% | -34.8% |
| 3M | -19.4% | -29.1% | +9.7% | -31.0% |
| 6M | +13.1% | -33.4% | +46.5% | -4.6% |
| YTD | -34.3% | +6.6% | -40.8% | -39.4% |
| 1Y | -41.8% | +6.5% | -48.3% | -46.4% |
| All | -41.8% | +7.0% | -48.7% | -46.4% |
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