+8.9%
CAT vs NTAP
+66.6%
-57.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.6% | -3.6% | -4.8% |
| 7D | -17.1% | -16.1% | -1.0% | -13.8% |
| 30D | -30.1% | -15.9% | -14.2% | -27.4% |
| 3M | -32.4% | -1.2% | -31.1% | -31.9% |
| 6M | -32.1% | +70.1% | -102.2% | -40.1% |
| YTD | +4.1% | +77.9% | -73.8% | -9.2% |
| 1Y | +8.9% | +68.1% | -59.2% | -0.5% |
| All | +8.9% | +66.6% | -57.7% | -0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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