+10,287.3%
CAT vs NOK
+1,298.0%
+8,989.3%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +6.8% | +0.4% | +5.7% |
| 7D | -2.4% | -1.4% | -1.0% | -2.0% |
| 30D | -25.0% | -21.0% | -4.0% | -21.1% |
| 3M | -28.7% | -12.6% | -16.1% | -27.0% |
| 6M | -33.0% | -36.2% | +3.2% | -27.0% |
| YTD | +5.4% | +26.4% | -21.0% | -2.3% |
| 1Y | +7.3% | +19.6% | -12.3% | +0.5% |
| 3Y | +166.0% | +152.6% | +13.5% | +105.3% |
| 5Y | +210.1% | +57.3% | +152.8% | +163.6% |
| 10Y | +712.5% | +123.8% | +588.7% | +476.9% |
| All | +10,287.3% | +1,298.0% | +8,989.3% | +4,187.9% |
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 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