+326.0%
CAT vs NTAP
+128.6%
+197.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | +1.7% | -0.8% | +2.5% | +2.0% |
| 30D | -6.6% | -0.5% | -6.0% | -6.5% |
| 3M | -13.3% | +4.1% | -17.4% | -14.8% |
| 6M | +11.6% | +88.0% | -76.3% | -13.6% |
| YTD | +42.9% | +75.6% | -32.6% | +13.3% |
| 1Y | +95.4% | +58.9% | +36.5% | +61.0% |
| 3Y | +196.6% | +153.6% | +43.0% | +92.1% |
| All | +326.0% | +128.6% | +197.3% | +171.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling