+201.7%
CAT vs NVTS
+41.3%
+160.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.3% | -4.6% | +1.3% |
| 7D | +1.7% | +2.7% | -1.0% | +1.5% |
| 30D | -6.6% | -4.5% | -2.1% | -6.4% |
| 3M | -13.3% | -61.5% | +48.2% | -8.5% |
| 6M | +11.6% | +28.0% | -16.4% | +8.6% |
| YTD | +42.9% | +65.3% | -22.3% | +36.7% |
| 1Y | +95.4% | +113.0% | -17.6% | +84.3% |
| All | +201.7% | +41.3% | +160.3% | +223.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling