+333.5%
CAT vs NOK
+98.3%
+235.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.2% | -5.1% | -0.6% |
| 7D | +5.6% | +7.3% | -1.7% | +3.5% |
| 30D | -2.3% | +13.8% | -16.1% | -5.8% |
| 3M | -10.0% | -27.0% | +17.0% | -3.2% |
| 6M | +21.2% | +37.6% | -16.3% | +9.9% |
| YTD | +44.4% | +64.6% | -20.2% | +24.5% |
| 1Y | +96.3% | +132.0% | -35.7% | +49.1% |
| 3Y | +203.9% | +183.7% | +20.3% | +110.3% |
| 5Y | +333.5% | +101.3% | +232.2% | +223.5% |
| All | +333.5% | +98.3% | +235.2% | +223.5% |
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