+143.9%
CAT vs OMC
+23.9%
+119.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.0% |
| 7D | -10.3% | +6.3% | -16.6% | -11.2% |
| 30D | -31.2% | +15.4% | -46.6% | -33.0% |
| 3M | -34.7% | +5.8% | -40.4% | -35.5% |
| 6M | -39.5% | +14.7% | -54.1% | -41.8% |
| YTD | -1.7% | +10.3% | -12.0% | -4.7% |
| 1Y | -1.1% | +23.2% | -24.4% | -8.9% |
| 3Y | +143.9% | +24.6% | +119.3% | +105.3% |
| All | +143.9% | +23.9% | +119.9% | +105.3% |
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