+96.8%
CAT vs NVTS
+103.9%
-7.0%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.5% | -0.3% |
| 7D | +2.9% | +3.5% | -0.5% | +2.4% |
| 30D | -2.6% | -11.9% | +9.3% | -0.9% |
| 3M | -10.7% | -49.2% | +38.6% | -3.0% |
| 6M | +16.1% | +38.4% | -22.3% | +6.3% |
| YTD | +43.2% | +62.5% | -19.2% | +25.9% |
| 1Y | +96.8% | +101.4% | -4.6% | +67.5% |
| All | +96.8% | +103.9% | -7.0% | +67.5% |
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