+13,983.9%
CAT vs NOK
+1,614.1%
+12,369.7%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.7% | -0.9% | +1.1% |
| 7D | +1.7% | -1.8% | +3.5% | +2.1% |
| 30D | -6.6% | +4.7% | -11.3% | -7.6% |
| 3M | -13.3% | -39.7% | +26.4% | -3.5% |
| 6M | +11.6% | +23.1% | -11.5% | +5.0% |
| YTD | +42.9% | +55.0% | -12.1% | +27.2% |
| 1Y | +95.4% | +118.0% | -22.6% | +59.2% |
| 3Y | +196.6% | +170.5% | +26.1% | +126.4% |
| 5Y | +321.7% | +84.9% | +236.8% | +247.0% |
| 10Y | +1,140.8% | +112.0% | +1,028.8% | +795.4% |
| All | +13,983.9% | +1,614.1% | +12,369.7% | +5,482.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling