+3.3%
CAT vs NOK
+19.9%
-16.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.9% | -3.2% | -2.7% |
| 7D | -6.3% | -2.7% | -3.6% | -5.6% |
| 30D | -26.8% | -20.4% | -6.4% | -22.2% |
| 3M | -30.0% | -9.6% | -20.4% | -28.4% |
| 6M | -34.6% | -35.6% | +1.1% | -27.3% |
| YTD | +2.9% | +27.5% | -24.6% | +3.1% |
| 1Y | +3.3% | +18.4% | -15.1% | +3.9% |
| All | +3.3% | +19.9% | -16.6% | +3.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling