+9.3%
CAT vs NVTS
+6.9%
+2.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.4% | +5.5% | +0.3% |
| 7D | +7.4% | +3.9% | +3.5% | +6.6% |
| 30D | -19.7% | -4.3% | -15.3% | -19.5% |
| 3M | -29.6% | -34.5% | +4.9% | -25.3% |
| 6M | -33.2% | -57.7% | +24.5% | -26.1% |
| YTD | +5.7% | +25.4% | -19.7% | -8.0% |
| 1Y | +9.3% | +13.1% | -3.8% | -2.7% |
| All | +9.3% | +6.9% | +2.5% | -2.7% |
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