+183.3%
CAT vs O
+10.1%
+173.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.1% |
| 7D | -10.3% | +3.7% | -14.0% | -11.3% |
| 30D | -31.2% | +11.2% | -42.4% | -33.4% |
| 3M | -34.7% | -4.0% | -30.7% | -33.9% |
| 6M | -39.5% | -5.2% | -34.2% | -38.7% |
| YTD | -1.7% | +9.5% | -11.1% | -5.3% |
| 1Y | -1.1% | +10.6% | -11.7% | -5.2% |
| 3Y | +143.9% | +38.1% | +105.7% | +108.4% |
| All | +183.3% | +10.1% | +173.1% | +169.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling