+326.0%
CAT vs ONTO
+243.6%
+82.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.2% | -4.4% | +0.1% |
| 7D | +1.7% | -1.0% | +2.7% | +1.9% |
| 30D | -6.6% | -2.9% | -3.7% | -6.6% |
| 3M | -13.3% | -2.5% | -10.8% | -14.1% |
| 6M | +11.6% | +28.2% | -16.6% | +2.9% |
| YTD | +42.9% | +69.8% | -26.8% | +23.3% |
| 1Y | +95.4% | +162.9% | -67.4% | +52.4% |
| 3Y | +196.6% | +95.9% | +100.6% | +128.3% |
| All | +326.0% | +243.6% | +82.4% | +158.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling