+158.9%
CAT vs ONTO
+60.0%
+98.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +8.9% | -6.0% | +0.4% |
| 7D | +1.7% | +16.4% | -14.6% | -3.0% |
| 30D | -24.6% | -21.4% | -3.1% | -20.1% |
| 3M | -28.5% | -32.7% | +4.3% | -21.4% |
| 6M | -34.8% | -25.2% | -9.6% | -31.5% |
| YTD | +5.9% | +36.2% | -30.3% | -4.3% |
| 1Y | +6.8% | +61.2% | -54.3% | -7.0% |
| All | +158.9% | +60.0% | +98.9% | +113.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ONTO.
Daily Out/Under-Performance
Portfolio return minus ONTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONTO 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 3y: compounded portfolio wealth divided by compounded ONTO 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…
3y analysis · Full analysis span regression · 6 months rolling