+331.2%
CAT vs ONON
-20.9%
+352.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.0% | +1.9% |
| 7D | +1.7% | -3.0% | +4.7% | +2.2% |
| 30D | -6.6% | -26.7% | +20.1% | -2.7% |
| 3M | -13.3% | -25.3% | +12.0% | -10.3% |
| 6M | +11.6% | -35.3% | +46.9% | +17.6% |
| YTD | +42.9% | -39.8% | +82.7% | +52.1% |
| 1Y | +95.4% | -39.2% | +134.7% | +106.9% |
| 3Y | +196.6% | -4.2% | +200.8% | +188.9% |
| All | +331.2% | -20.9% | +352.1% | +298.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling