+25,859.6%
CAT vs NTRS
+7,612.4%
+18,247.2%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | +2.9% | +0.9% | +2.1% | +2.5% |
| 30D | -2.6% | -1.2% | -1.4% | -2.1% |
| 3M | -10.7% | +8.8% | -19.4% | -13.9% |
| 6M | +16.1% | +34.7% | -18.5% | +1.7% |
| YTD | +43.2% | +37.2% | +6.0% | +24.3% |
| 1Y | +96.8% | +46.3% | +50.5% | +65.8% |
| 3Y | +201.4% | +163.2% | +38.1% | +94.4% |
| 5Y | +332.7% | +86.9% | +245.7% | +216.5% |
| 10Y | +1,157.1% | +250.9% | +906.2% | +597.8% |
| All | +25,859.6% | +7,612.4% | +18,247.2% | +5,992.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling