+1,157.1%
CAT vs NOK
+127.4%
+1,029.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.9% | -1.1% |
| 7D | +2.9% | +9.3% | -6.4% | +1.0% |
| 30D | -2.6% | +17.9% | -20.5% | -6.1% |
| 3M | -10.7% | -22.3% | +11.6% | -6.3% |
| 6M | +16.1% | +36.4% | -20.2% | +7.8% |
| YTD | +43.2% | +66.3% | -23.1% | +27.5% |
| 1Y | +96.8% | +134.4% | -37.6% | +61.1% |
| 3Y | +201.4% | +186.6% | +14.8% | +132.9% |
| 5Y | +332.7% | +102.7% | +230.0% | +253.5% |
| 10Y | +1,157.1% | +129.8% | +1,027.3% | +818.3% |
| All | +1,157.1% | +127.4% | +1,029.7% | +818.3% |
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