+1,123.7%
CAT vs NVO
+148.4%
+975.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.1% |
| 7D | +0.6% | -7.4% | +8.0% | +1.9% |
| 30D | -4.5% | -5.5% | +1.0% | -3.7% |
| 3M | -5.8% | +4.1% | -9.9% | -7.1% |
| 6M | +12.7% | +19.3% | -6.6% | +8.2% |
| YTD | +41.4% | -9.2% | +50.6% | +40.9% |
| 1Y | +92.1% | -15.0% | +107.1% | +93.3% |
| 3Y | +197.5% | -50.9% | +248.3% | +219.2% |
| 5Y | +327.9% | -0.9% | +328.8% | +275.3% |
| All | +1,123.7% | +148.4% | +975.3% | +741.0% |
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