+1,144.3%
CAT vs NTRS
+259.9%
+884.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.1% |
| 7D | +0.6% | +1.4% | -0.8% | -0.3% |
| 30D | -4.3% | -0.7% | -3.7% | -4.0% |
| 3M | -8.6% | +11.3% | -20.0% | -14.4% |
| 6M | +16.1% | +35.5% | -19.4% | -3.1% |
| YTD | +43.8% | +40.6% | +3.2% | +17.2% |
| 1Y | +91.5% | +49.2% | +42.3% | +50.4% |
| 3Y | +202.7% | +167.2% | +35.5% | +65.9% |
| 5Y | +335.1% | +94.9% | +240.2% | +176.6% |
| All | +1,144.3% | +259.9% | +884.4% | +438.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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