+396.3%
NVDA vs CAT
+204.7%
+191.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.0% | -3.1% | -2.5% |
| 7D | +3.8% | +5.6% | -1.7% | +1.0% |
| 30D | +0.8% | -2.3% | +3.1% | +1.9% |
| 3M | +8.2% | -10.0% | +18.2% | +12.9% |
| 6M | +27.1% | +21.2% | +5.9% | +10.4% |
| YTD | +21.2% | +44.4% | -23.3% | -6.1% |
| 1Y | +34.3% | +96.3% | -62.0% | -16.2% |
| 3Y | +396.3% | +203.9% | +192.3% | +130.1% |
| All | +396.3% | +204.7% | +191.6% | +130.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling