+158.3%
CAT vs NTR
+47.6%
+110.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.9% | -0.8% |
| 7D | +7.4% | -0.3% | +7.8% | +7.5% |
| 30D | -19.7% | +2.0% | -21.6% | -20.1% |
| 3M | -29.6% | +6.4% | -36.0% | -30.7% |
| 6M | -33.2% | +1.6% | -34.8% | -33.7% |
| YTD | +5.7% | +18.2% | -12.6% | -1.0% |
| 1Y | +9.3% | +23.9% | -14.6% | +0.6% |
| 3Y | +158.3% | +44.7% | +113.7% | +118.1% |
| All | +158.3% | +47.6% | +110.7% | +118.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling