+712.5%
CAT vs O
+69.9%
+642.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.8% | +6.4% | +7.0% |
| 7D | -2.4% | +3.3% | -5.7% | -3.4% |
| 30D | -25.0% | +10.3% | -35.3% | -27.4% |
| 3M | -28.7% | -3.5% | -25.3% | -28.1% |
| 6M | -33.0% | -1.3% | -31.7% | -33.2% |
| YTD | +5.4% | +10.3% | -4.9% | +1.4% |
| 1Y | +7.3% | +10.4% | -3.1% | +3.1% |
| 3Y | +166.0% | +40.0% | +126.0% | +133.5% |
| 5Y | +210.1% | +12.4% | +197.7% | +191.7% |
| 10Y | +712.5% | +78.2% | +634.3% | +582.1% |
| All | +712.5% | +69.9% | +642.6% | +582.1% |
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