+8.9%
CAT vs NVTS
-9.1%
+18.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +9.0% | -14.2% | -6.7% |
| 7D | -17.1% | -0.3% | -16.8% | -17.2% |
| 30D | -30.1% | -24.4% | -5.7% | -27.3% |
| 3M | -32.4% | -26.5% | -5.9% | -29.6% |
| 6M | -32.1% | -41.4% | +9.3% | -28.6% |
| YTD | +4.1% | +30.7% | -26.6% | -5.8% |
| 1Y | +8.9% | -10.8% | +19.7% | +2.0% |
| All | +8.9% | -9.1% | +18.0% | +2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 1y: compounded portfolio wealth divided by compounded NVTS 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…
1y analysis · Full analysis span regression · 6 months rolling