+201.5%
CAT vs ON
-25.0%
+226.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.7% | +1.4% |
| 7D | +1.7% | +2.4% | -0.7% | +1.0% |
| 30D | -6.6% | -3.3% | -3.3% | -5.7% |
| 3M | -13.3% | -43.6% | +30.3% | +0.6% |
| 6M | +11.6% | +19.0% | -7.3% | +4.5% |
| YTD | +42.9% | +37.4% | +5.6% | +28.5% |
| 1Y | +95.4% | +54.8% | +40.7% | +69.5% |
| All | +201.5% | -25.0% | +226.5% | +189.2% |
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