+1,126.0%
CAT vs NTAP
+583.2%
+542.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +0.3% |
| 7D | +5.6% | +3.3% | +2.3% | +4.3% |
| 30D | -2.3% | -0.2% | -2.1% | -2.4% |
| 3M | -10.0% | +11.4% | -21.4% | -14.1% |
| 6M | +21.2% | +88.7% | -67.4% | -8.3% |
| YTD | +44.4% | +78.9% | -34.5% | +11.2% |
| 1Y | +96.3% | +58.8% | +37.5% | +58.5% |
| 3Y | +203.9% | +153.5% | +50.4% | +94.0% |
| 5Y | +333.5% | +136.7% | +196.8% | +178.6% |
| 10Y | +1,126.0% | +590.2% | +535.9% | +408.8% |
| All | +1,126.0% | +583.2% | +542.9% | +408.8% |
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