+143.9%
CAT vs ON
-7.8%
+151.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.8% |
| 7D | -10.3% | -11.7% | +1.4% | -6.8% |
| 30D | -31.2% | -23.3% | -7.9% | -25.4% |
| 3M | -34.7% | -19.2% | -15.5% | -30.5% |
| 6M | -39.5% | -40.1% | +0.7% | -30.8% |
| YTD | -1.7% | +16.9% | -18.6% | -8.1% |
| 1Y | -1.1% | +29.7% | -30.9% | -10.4% |
| 3Y | +143.9% | -4.4% | +148.3% | +121.2% |
| All | +143.9% | -7.8% | +151.6% | +121.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling