+1,157.1%
CAT vs OMC
+29.9%
+1,127.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.5% | +2.6% | +0.6% |
| 7D | +2.9% | -4.2% | +7.2% | +4.7% |
| 30D | -2.6% | -7.5% | +4.9% | +0.3% |
| 3M | -10.7% | +4.6% | -15.3% | -13.9% |
| 6M | +16.1% | -4.8% | +21.0% | +16.3% |
| YTD | +43.2% | -1.0% | +44.3% | +38.7% |
| 1Y | +96.8% | +3.8% | +93.0% | +84.1% |
| 3Y | +201.4% | +10.2% | +191.1% | +168.0% |
| 5Y | +332.7% | +29.7% | +303.0% | +240.2% |
| 10Y | +1,157.1% | +32.3% | +1,124.8% | +806.2% |
| All | +1,157.1% | +29.9% | +1,127.3% | +806.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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