+19,008.0%
CAT vs OMC
+6,508.1%
+12,499.9%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +2.5% | +4.7% | +6.2% |
| 7D | -2.4% | +5.4% | -7.8% | -4.6% |
| 30D | -25.0% | +15.7% | -40.7% | -29.9% |
| 3M | -28.7% | +4.9% | -33.6% | -30.9% |
| 6M | -33.0% | +17.3% | -50.3% | -39.0% |
| YTD | +5.4% | +13.0% | -7.6% | -4.1% |
| 1Y | +7.3% | +24.1% | -16.8% | -6.7% |
| 3Y | +166.0% | +31.2% | +134.8% | +121.8% |
| 5Y | +210.1% | +53.4% | +156.7% | +136.5% |
| 10Y | +712.5% | +55.5% | +657.0% | +495.0% |
| All | +19,008.0% | +6,508.1% | +12,499.9% | +5,141.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling