+201.6%
CAT vs NTRA
+510.2%
-308.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -1.1% |
| 7D | +2.9% | +1.6% | +1.4% | +2.7% |
| 30D | -2.6% | +3.8% | -6.4% | -3.2% |
| 3M | -10.7% | +48.2% | -58.9% | -16.1% |
| 6M | +16.1% | +61.0% | -44.8% | +7.0% |
| YTD | +43.2% | +44.2% | -0.9% | +33.7% |
| 1Y | +96.8% | +87.3% | +9.5% | +76.7% |
| All | +201.6% | +510.2% | -308.6% | +132.5% |
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