+9.3%
CAT vs ON
+45.4%
-36.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.6% | +2.8% | +0.5% |
| 7D | +7.4% | +12.2% | -4.8% | +2.8% |
| 30D | -19.7% | -3.1% | -16.5% | -18.9% |
| 3M | -29.6% | -12.9% | -16.7% | -26.5% |
| 6M | -33.2% | -38.6% | +5.4% | -23.2% |
| YTD | +5.7% | +31.2% | -25.6% | -8.8% |
| 1Y | +9.3% | +47.6% | -38.3% | -7.6% |
| All | +9.3% | +45.4% | -36.1% | -7.6% |
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