-10.0%
NVDA vs CAT
-38.6%
+28.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.9% | +1.9% | +2.4% |
| 7D | -8.8% | -10.3% | +1.5% | -4.2% |
| 30D | -21.4% | -31.2% | +9.8% | -8.5% |
| 3M | -14.7% | -34.7% | +20.0% | +1.1% |
| 6M | -10.0% | -39.5% | +29.5% | +8.2% |
| All | -10.0% | -38.6% | +28.6% | +8.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling