-33.2%
CAT vs NVO
-10.4%
-22.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.4% | -3.3% | -0.3% |
| 7D | +7.4% | +3.3% | +4.2% | +8.3% |
| 30D | -19.7% | +9.2% | -28.9% | -17.3% |
| 3M | -29.6% | -9.8% | -19.8% | -30.8% |
| 6M | -33.2% | -10.4% | -22.8% | -35.3% |
| All | -33.2% | -10.4% | -22.8% | -35.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling