+1,123.7%
CAT vs NTRA
+3,171.2%
-2,047.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -1.2% |
| 7D | +0.6% | -0.5% | +1.1% | +0.7% |
| 30D | -4.5% | +4.3% | -8.8% | -5.0% |
| 3M | -5.8% | +50.6% | -56.4% | -10.4% |
| 6M | +12.7% | +63.9% | -51.2% | +5.8% |
| YTD | +41.4% | +42.4% | -1.0% | +34.5% |
| 1Y | +92.1% | +92.1% | 0.0% | +76.7% |
| 3Y | +197.5% | +501.7% | -304.3% | +138.0% |
| 5Y | +327.9% | +171.4% | +156.5% | +257.6% |
| All | +1,123.7% | +3,171.2% | -2,047.5% | +580.8% |
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