+160.5%
CAT vs NVO
-55.4%
+215.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.7% |
| 7D | +9.3% | +0.9% | +8.5% | +9.3% |
| 30D | -21.5% | +6.8% | -28.3% | -21.9% |
| 3M | -29.1% | -11.3% | -17.8% | -28.4% |
| 6M | -33.4% | -12.4% | -21.0% | -32.9% |
| YTD | +6.6% | -16.1% | +22.7% | +6.5% |
| 1Y | +6.5% | -15.1% | +21.6% | +6.2% |
| All | +160.5% | -55.4% | +215.9% | +184.5% |
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