+688.6%
CAT vs NTRA
+2,761.8%
-2,073.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.7% |
| 7D | +7.4% | +2.7% | +4.7% | +7.1% |
| 30D | -19.7% | -19.2% | -0.5% | -17.9% |
| 3M | -29.6% | +2.7% | -32.3% | -30.0% |
| 6M | -33.2% | +63.4% | -96.6% | -37.3% |
| YTD | +5.7% | +39.3% | -33.6% | +0.5% |
| 1Y | +9.3% | +59.0% | -49.7% | +2.5% |
| 3Y | +158.3% | +557.4% | -399.0% | +105.5% |
| 5Y | +211.6% | +177.4% | +34.2% | +160.0% |
| All | +688.6% | +2,761.8% | -2,073.2% | +358.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 NTRA 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