+158.3%
CAT vs ON
+7.1%
+151.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.6% | +2.8% | +0.3% |
| 7D | +7.4% | +12.2% | -4.8% | +3.6% |
| 30D | -19.7% | -3.1% | -16.5% | -19.0% |
| 3M | -29.6% | -12.9% | -16.7% | -26.9% |
| 6M | -33.2% | -38.6% | +5.4% | -24.3% |
| YTD | +5.7% | +31.2% | -25.6% | -4.8% |
| 1Y | +9.3% | +47.6% | -38.3% | -4.8% |
| 3Y | +158.3% | +6.6% | +151.7% | +127.9% |
| All | +158.3% | +7.1% | +151.3% | +127.9% |
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