+25,808.1%
CAT vs OMC
+6,006.3%
+19,801.8%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.5% | +4.2% | +2.8% |
| 7D | +1.7% | -6.4% | +8.1% | +4.4% |
| 30D | -6.6% | +1.1% | -7.7% | -7.4% |
| 3M | -13.3% | +10.4% | -23.7% | -18.0% |
| 6M | +11.6% | -1.7% | +13.3% | +10.3% |
| YTD | +42.9% | +4.4% | +38.5% | +35.5% |
| 1Y | +95.4% | +8.4% | +87.0% | +80.6% |
| 3Y | +196.6% | +14.4% | +182.2% | +164.4% |
| 5Y | +321.7% | +33.9% | +287.8% | +243.3% |
| 10Y | +1,140.8% | +34.9% | +1,105.9% | +872.6% |
| All | +25,808.1% | +6,006.3% | +19,801.8% | +7,308.2% |
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 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