+158.3%
CAT vs OMC
+29.7%
+128.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.2% | -1.0% |
| 7D | +7.4% | +1.9% | +5.6% | +7.1% |
| 30D | -19.7% | +12.2% | -31.9% | -21.3% |
| 3M | -29.6% | +0.6% | -30.2% | -29.6% |
| 6M | -33.2% | +21.0% | -54.2% | -36.5% |
| YTD | +5.7% | +12.4% | -6.7% | +2.2% |
| 1Y | +9.3% | +25.4% | -16.1% | +0.6% |
| 3Y | +158.3% | +29.2% | +129.1% | +116.9% |
| All | +158.3% | +29.7% | +128.7% | +116.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling