+25,808.1%
CAT vs NVO
+33,684.2%
-7,876.2%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.9% | +3.6% | +2.1% |
| 7D | +1.7% | +2.2% | -0.5% | +1.2% |
| 30D | -6.6% | +6.0% | -12.5% | -7.9% |
| 3M | -13.3% | +7.9% | -21.2% | -15.4% |
| 6M | +11.6% | +27.1% | -15.5% | +4.7% |
| YTD | +42.9% | -3.8% | +46.8% | +41.1% |
| 1Y | +95.4% | -12.8% | +108.3% | +96.5% |
| 3Y | +196.6% | -46.3% | +242.9% | +219.1% |
| 5Y | +321.7% | +3.6% | +318.1% | +277.3% |
| 10Y | +1,140.8% | +157.0% | +983.8% | +762.5% |
| All | +25,808.1% | +33,684.2% | -7,876.2% | +6,625.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling