+6.8%
CAT vs NTAP
+66.4%
-59.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.1% | -1.1% | +1.8% |
| 7D | +1.7% | -2.4% | +4.2% | +2.3% |
| 30D | -24.6% | -23.4% | -1.1% | -20.1% |
| 3M | -28.5% | -7.5% | -21.0% | -27.1% |
| 6M | -34.8% | +56.4% | -91.2% | -40.6% |
| YTD | +5.9% | +73.6% | -67.7% | -6.7% |
| 1Y | +6.8% | +68.4% | -61.6% | -2.8% |
| All | +6.8% | +66.4% | -59.6% | -2.8% |
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 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