+514.3%
CAT vs NTR
+98.7%
+415.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.5% | +1.2% | -0.3% |
| 7D | +0.6% | -2.5% | +3.1% | +1.7% |
| 30D | -4.5% | +17.0% | -21.6% | -11.0% |
| 3M | -5.8% | +22.2% | -28.0% | -14.3% |
| 6M | +12.7% | +5.2% | +7.6% | +8.3% |
| YTD | +41.4% | +29.7% | +11.7% | +22.8% |
| 1Y | +92.1% | +39.4% | +52.7% | +59.6% |
| 3Y | +197.5% | +38.2% | +159.3% | +142.2% |
| 5Y | +327.9% | +47.6% | +280.3% | +201.2% |
| All | +514.3% | +98.7% | +415.6% | +230.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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