+3.3%
CAT vs ON
+41.9%
-38.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.7% | -3.1% | -2.7% |
| 7D | -6.3% | -4.1% | -2.2% | -4.9% |
| 30D | -26.8% | -10.2% | -16.6% | -24.0% |
| 3M | -30.0% | -12.7% | -17.3% | -26.9% |
| 6M | -34.6% | -32.5% | -2.0% | -27.3% |
| YTD | +2.9% | +28.6% | -25.6% | -11.3% |
| 1Y | +3.3% | +43.4% | -40.1% | -12.7% |
| All | +3.3% | +41.9% | -38.6% | -12.7% |
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