+5,736.6%
CAT vs ON
+196.0%
+5,540.7%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.8% | -2.8% | +1.7% |
| 7D | +1.7% | +3.3% | -1.6% | +1.1% |
| 30D | -24.6% | -3.1% | -21.4% | -24.1% |
| 3M | -28.5% | -9.2% | -19.3% | -27.2% |
| 6M | -34.8% | -31.4% | -3.5% | -30.6% |
| YTD | +5.9% | +36.0% | -30.0% | -2.0% |
| 1Y | +6.8% | +52.0% | -45.2% | -3.4% |
| 3Y | +161.1% | +9.3% | +151.8% | +142.8% |
| 5Y | +213.4% | +26.5% | +186.9% | +171.8% |
| 10Y | +700.3% | +556.1% | +144.2% | +380.3% |
| All | +5,736.6% | +196.0% | +5,540.7% | +2,828.8% |
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