+143.9%
CAT vs NTAP
+135.3%
+8.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | -10.3% | -15.1% | +4.8% | -6.0% |
| 30D | -31.2% | -28.1% | -3.1% | -24.5% |
| 3M | -34.7% | -11.4% | -23.2% | -32.4% |
| 6M | -39.5% | +52.2% | -91.7% | -47.5% |
| YTD | -1.7% | +60.4% | -62.1% | -16.6% |
| 1Y | -1.1% | +51.0% | -52.1% | -14.4% |
| 3Y | +143.9% | +135.6% | +8.3% | +90.7% |
| All | +143.9% | +135.3% | +8.6% | +90.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling