+183.3%
CAT vs NVTS
-42.8%
+226.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +9.5% | -8.6% | +0.2% |
| 7D | -10.3% | +1.5% | -11.8% | -10.5% |
| 30D | -31.2% | -23.8% | -7.4% | -30.0% |
| 3M | -34.7% | -30.6% | -4.1% | -33.2% |
| 6M | -39.5% | -48.4% | +8.9% | -37.4% |
| YTD | -1.7% | +20.6% | -22.2% | -4.9% |
| 1Y | -1.1% | -2.5% | +1.4% | -3.4% |
| 3Y | +143.9% | +44.0% | +99.9% | +119.6% |
| All | +183.3% | -42.8% | +226.1% | +145.6% |
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