+712.5%
CAT vs NTAP
+608.6%
+103.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +4.1% | +3.1% | +5.6% |
| 7D | -2.4% | -5.0% | +2.6% | -0.4% |
| 30D | -25.0% | -25.8% | +0.7% | -16.2% |
| 3M | -28.7% | -6.9% | -21.8% | -27.2% |
| 6M | -33.0% | +50.0% | -83.0% | -44.5% |
| YTD | +5.4% | +66.9% | -61.5% | -17.0% |
| 1Y | +7.3% | +58.3% | -51.0% | -13.7% |
| 3Y | +166.0% | +145.1% | +20.9% | +70.9% |
| 5Y | +210.1% | +114.2% | +95.9% | +106.4% |
| 10Y | +712.5% | +576.6% | +136.0% | +258.4% |
| All | +712.5% | +608.6% | +103.9% | +258.4% |
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