+674.0%
CAT vs NOK
+124.2%
+549.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.9% | -3.2% | -2.6% |
| 7D | -6.3% | -2.7% | -3.6% | -5.7% |
| 30D | -26.8% | -20.4% | -6.4% | -23.3% |
| 3M | -30.0% | -9.6% | -20.4% | -28.9% |
| 6M | -34.6% | -35.6% | +1.1% | -29.2% |
| YTD | +2.9% | +27.5% | -24.6% | -3.5% |
| 1Y | +3.3% | +18.4% | -15.1% | -1.8% |
| 3Y | +153.7% | +151.8% | +1.9% | +100.7% |
| 5Y | +207.3% | +61.1% | +146.2% | +163.1% |
| 10Y | +674.0% | +123.7% | +550.3% | +473.9% |
| All | +674.0% | +124.2% | +549.8% | +473.9% |
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