+207.3%
CAT vs ONON
-7.3%
+214.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -7.5% | +5.2% | -1.3% |
| 7D | -6.3% | -4.9% | -1.4% | -5.7% |
| 30D | -26.8% | -1.1% | -25.7% | -26.8% |
| 3M | -30.0% | -10.5% | -19.5% | -29.4% |
| 6M | -34.6% | -1.5% | -33.1% | -35.3% |
| YTD | +2.9% | -25.3% | +28.3% | +6.0% |
| 1Y | +3.3% | -0.7% | +4.0% | +1.5% |
| 3Y | +153.7% | +29.0% | +124.7% | +135.5% |
| 5Y | +207.3% | -6.7% | +214.0% | +170.1% |
| All | +207.3% | -7.3% | +214.6% | +170.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling