+5,319.6%
CAT vs ON
+154.5%
+5,165.1%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.8% |
| 7D | -10.3% | -11.7% | +1.4% | -8.0% |
| 30D | -31.2% | -23.3% | -7.9% | -27.4% |
| 3M | -34.7% | -19.2% | -15.5% | -31.9% |
| 6M | -39.5% | -40.1% | +0.7% | -33.7% |
| YTD | -1.7% | +16.9% | -18.6% | -6.2% |
| 1Y | -1.1% | +29.7% | -30.9% | -7.7% |
| 3Y | +143.9% | -4.4% | +148.3% | +133.0% |
| 5Y | +194.8% | +7.1% | +187.7% | +164.4% |
| 10Y | +739.8% | +447.2% | +292.6% | +422.2% |
| All | +5,319.6% | +154.5% | +5,165.1% | +2,704.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling