+95.4%
CAT vs NVO
-12.6%
+108.0%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.9% | +3.6% | +1.9% |
| 7D | +1.7% | +2.2% | -0.5% | +1.5% |
| 30D | -6.6% | +6.0% | -12.5% | -7.2% |
| 3M | -13.3% | +7.9% | -21.2% | -15.0% |
| 6M | +11.6% | +27.1% | -15.5% | +5.7% |
| YTD | +42.9% | -3.8% | +46.8% | +37.3% |
| 1Y | +95.4% | -12.8% | +108.3% | +96.2% |
| All | +95.4% | -12.6% | +108.0% | +96.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVO.
Daily Out/Under-Performance
Portfolio return minus NVO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVO 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 NVO 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