+1,171.9%
CAT vs NTRA
+1,723.2%
-551.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.6% | +1.7% |
| 7D | +1.7% | +0.6% | +1.1% | +1.6% |
| 30D | -6.6% | +19.5% | -26.1% | -8.6% |
| 3M | -13.3% | +47.8% | -61.1% | -17.2% |
| 6M | +11.6% | +61.6% | -50.0% | +5.2% |
| YTD | +42.9% | +43.3% | -0.3% | +36.2% |
| 1Y | +95.4% | +97.0% | -1.6% | +80.0% |
| 3Y | +196.6% | +424.9% | -228.3% | +143.1% |
| 5Y | +321.7% | +165.2% | +156.5% | +255.4% |
| 10Y | +1,140.8% | +3,114.3% | -1,973.5% | +638.5% |
| All | +1,171.9% | +1,723.2% | -551.3% | +653.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling