+218.7%
CAT vs ONON
-5.0%
+223.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -1.1% |
| 7D | +7.4% | -10.0% | +17.4% | +9.0% |
| 30D | -19.7% | -5.3% | -14.4% | -19.2% |
| 3M | -29.6% | +6.5% | -36.1% | -30.5% |
| 6M | -33.2% | -5.0% | -28.2% | -33.6% |
| YTD | +5.7% | -27.6% | +33.3% | +9.1% |
| 1Y | +9.3% | -20.7% | +30.0% | +11.4% |
| 3Y | +158.3% | +26.6% | +131.7% | +141.7% |
| 5Y | +211.6% | -9.6% | +221.2% | +179.7% |
| All | +218.7% | -5.0% | +223.7% | +185.8% |
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