+96.3%
CAT vs ON
+43.3%
+53.0%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.4% | +5.5% | +2.6% |
| 7D | +5.6% | -2.2% | +7.7% | +6.3% |
| 30D | -2.3% | -12.4% | +10.1% | +2.3% |
| 3M | -10.0% | -41.2% | +31.2% | +5.9% |
| 6M | +21.2% | +25.0% | -3.7% | +7.6% |
| YTD | +44.4% | +31.3% | +13.2% | +26.0% |
| 1Y | +96.3% | +45.4% | +50.9% | +65.2% |
| All | +96.3% | +43.3% | +53.0% | +65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ON.
Daily Out/Under-Performance
Portfolio return minus ON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ON 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 1y: compounded portfolio wealth divided by compounded ON 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…
1y analysis · Full analysis span regression · 6 months rolling