+399.1%
NVDA vs CAT
+202.2%
+196.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | 0.0% |
| 7D | +5.9% | +1.7% | +4.2% | +5.0% |
| 30D | +5.1% | -6.6% | +11.6% | +8.7% |
| 3M | +5.4% | -13.3% | +18.6% | +12.2% |
| 6M | +26.0% | +11.6% | +14.4% | +14.8% |
| YTD | +23.7% | +42.9% | -19.3% | -3.7% |
| 1Y | +34.4% | +95.4% | -61.1% | -16.0% |
| All | +399.1% | +202.2% | +196.9% | +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