+158.3%
CAT vs NTRA
+562.3%
-404.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -17.3% |
| 3M | -29.6% | +2.7% | -32.3% | -30.2% |
| 6M | -33.2% | +63.4% | -96.6% | -38.9% |
| YTD | +5.7% | +39.3% | -33.6% | -1.7% |
| 1Y | +9.3% | +59.0% | -49.7% | -0.5% |
| 3Y | +158.3% | +557.4% | -399.0% | +84.4% |
| All | +158.3% | +562.3% | -404.0% | +84.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling