+339.0%
CAT vs NVTS
-14.2%
+353.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.6% | +0.9% |
| 7D | +5.6% | +9.7% | -4.1% | +4.8% |
| 30D | -2.3% | -13.6% | +11.3% | -1.4% |
| 3M | -10.0% | -51.0% | +41.0% | -6.0% |
| 6M | +21.2% | +46.3% | -25.1% | +16.4% |
| YTD | +44.4% | +68.1% | -23.6% | +36.8% |
| 1Y | +96.3% | +113.9% | -17.6% | +82.3% |
| 3Y | +203.9% | +45.3% | +158.6% | +175.4% |
| All | +339.0% | -14.2% | +353.1% | +273.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling