+96.8%
CAT vs NOK
+134.9%
-38.1%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.9% | -1.1% |
| 7D | +2.9% | +9.3% | -6.4% | +0.9% |
| 30D | -2.6% | +17.9% | -20.5% | -6.0% |
| 3M | -10.7% | -22.3% | +11.6% | -7.4% |
| 6M | +16.1% | +36.4% | -20.2% | +15.3% |
| YTD | +43.2% | +66.3% | -23.1% | +42.2% |
| 1Y | +96.8% | +134.4% | -37.6% | +77.7% |
| All | +96.8% | +134.9% | -38.1% | +77.7% |
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