+688.6%
CAT vs NVO
+220.4%
+468.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.4% | -3.3% | -1.2% |
| 7D | +7.4% | +3.3% | +4.2% | +6.9% |
| 30D | -19.7% | +9.2% | -28.9% | -20.9% |
| 3M | -29.6% | -9.8% | -19.8% | -28.6% |
| 6M | -33.2% | -10.4% | -22.8% | -32.6% |
| YTD | +5.7% | -14.1% | +19.8% | +6.1% |
| 1Y | +9.3% | -11.1% | +20.4% | +8.9% |
| 3Y | +158.3% | -54.9% | +213.3% | +182.2% |
| 5Y | +211.6% | -17.4% | +229.0% | +183.0% |
| All | +688.6% | +220.4% | +468.2% | +398.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling