+688.6%
CAT vs NOK
+127.4%
+561.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.7% | -0.3% |
| 7D | +7.4% | +5.4% | +2.1% | +6.2% |
| 30D | -19.7% | -14.1% | -5.5% | -17.1% |
| 3M | -29.6% | -23.6% | -6.0% | -25.7% |
| 6M | -33.2% | -45.1% | +11.9% | -25.1% |
| YTD | +5.7% | +24.7% | -19.1% | -0.4% |
| 1Y | +9.3% | +19.0% | -9.7% | +3.9% |
| 3Y | +158.3% | +147.0% | +11.3% | +105.2% |
| 5Y | +211.6% | +58.2% | +153.4% | +167.8% |
| All | +688.6% | +127.4% | +561.2% | +483.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NOK.
Daily Out/Under-Performance
Portfolio return minus NOK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOK 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 10y: compounded portfolio wealth divided by compounded NOK 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…
10y analysis · Full analysis span regression · 6 months rolling