+1,134.9%
CAT vs O
+52.9%
+1,082.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +2.0% |
| 7D | +1.7% | -0.7% | +2.5% | +1.9% |
| 30D | -6.6% | -1.9% | -4.7% | -6.1% |
| 3M | -13.3% | +3.8% | -17.1% | -14.7% |
| 6M | +11.6% | -4.7% | +16.4% | +12.9% |
| YTD | +42.9% | +12.5% | +30.5% | +37.1% |
| 1Y | +95.4% | +10.8% | +84.6% | +88.1% |
| 3Y | +196.6% | +28.8% | +167.8% | +168.8% |
| 5Y | +321.7% | +13.2% | +308.5% | +296.8% |
| All | +1,134.9% | +52.9% | +1,082.0% | +997.8% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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