+695.3%
CAT vs NTAP
+600.9%
+94.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | 0.0% |
| 7D | +9.3% | +9.9% | -0.5% | +5.5% |
| 30D | -21.5% | -22.1% | +0.7% | -13.8% |
| 3M | -29.1% | -7.7% | -21.4% | -27.3% |
| 6M | -33.4% | +60.9% | -94.3% | -46.3% |
| YTD | +6.6% | +76.4% | -69.9% | -17.9% |
| 1Y | +6.5% | +69.3% | -62.8% | -16.5% |
| 3Y | +162.7% | +154.6% | +8.0% | +66.4% |
| 5Y | +214.2% | +131.4% | +82.8% | +102.9% |
| All | +695.3% | +600.9% | +94.4% | +245.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling