+8,577.1%
CAT vs O
+5,241.4%
+3,335.7%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.2% |
| 7D | -10.3% | +3.7% | -14.0% | -11.6% |
| 30D | -31.2% | +11.2% | -42.4% | -34.2% |
| 3M | -34.7% | -4.0% | -30.7% | -33.9% |
| 6M | -39.5% | -5.2% | -34.2% | -38.8% |
| YTD | -1.7% | +9.5% | -11.1% | -5.9% |
| 1Y | -1.1% | +10.6% | -11.7% | -5.9% |
| 3Y | +143.9% | +38.1% | +105.7% | +110.1% |
| 5Y | +194.8% | +10.2% | +184.6% | +175.4% |
| 10Y | +739.8% | +71.4% | +668.4% | +510.3% |
| All | +8,577.1% | +5,241.4% | +3,335.7% | +1,924.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling