+210.1%
CAT vs NOK
+55.9%
+154.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +6.8% | +0.4% | +5.3% |
| 7D | -2.4% | -1.4% | -1.0% | -2.0% |
| 30D | -25.0% | -21.0% | -4.0% | -20.2% |
| 3M | -28.7% | -12.6% | -16.1% | -26.6% |
| 6M | -33.0% | -36.2% | +3.2% | -25.9% |
| YTD | +5.4% | +26.4% | -21.0% | -3.0% |
| 1Y | +7.3% | +19.6% | -12.3% | 0.0% |
| 3Y | +166.0% | +152.6% | +13.5% | +84.3% |
| 5Y | +210.1% | +57.3% | +152.8% | +144.1% |
| All | +210.1% | +55.9% | +154.2% | +144.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling