+201.6%
CAT vs NTR
+40.7%
+160.9%
-34.0%
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% | -0.9% |
| 7D | +2.9% | +0.5% | +2.4% | +2.8% |
| 30D | -2.6% | +21.7% | -24.4% | -7.3% |
| 3M | -10.7% | +22.8% | -33.4% | -15.4% |
| 6M | +16.1% | +8.2% | +7.9% | +12.9% |
| YTD | +43.2% | +32.9% | +10.3% | +30.0% |
| 1Y | +96.8% | +45.3% | +51.5% | +71.7% |
| All | +201.6% | +40.7% | +160.9% | +158.6% |
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 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