+201.6%
CAT vs NVO
-50.2%
+251.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.7% |
| 7D | +2.9% | -4.7% | +7.7% | +3.4% |
| 30D | -2.6% | -5.4% | +2.8% | -2.1% |
| 3M | -10.7% | +7.0% | -17.6% | -11.9% |
| 6M | +16.1% | +17.6% | -1.5% | +12.9% |
| YTD | +43.2% | -8.0% | +51.3% | +42.0% |
| 1Y | +96.8% | -13.8% | +110.7% | +96.3% |
| All | +201.6% | -50.2% | +251.8% | +211.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling