+326.4%
CAT vs ONON
-24.2%
+350.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +0.6% | -5.3% | +5.9% | +1.4% |
| 30D | -4.5% | -13.1% | +8.6% | -2.6% |
| 3M | -5.8% | -29.3% | +23.5% | -1.7% |
| 6M | +12.7% | -34.5% | +47.3% | +18.5% |
| YTD | +41.4% | -42.2% | +83.6% | +51.4% |
| 1Y | +92.1% | -37.3% | +129.4% | +102.3% |
| 3Y | +197.5% | -9.3% | +206.7% | +192.0% |
| All | +326.4% | -24.2% | +350.6% | +296.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 10y: compounded portfolio wealth divided by compounded ONON 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…
10y analysis · Full analysis span regression · 6 months rolling