+213.9%
CAT vs ONTO
+124.4%
+89.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.0% | -0.1% |
| 7D | +7.4% | +17.5% | -10.1% | +2.8% |
| 30D | -19.7% | -15.7% | -4.0% | -16.6% |
| 3M | -29.6% | -39.7% | +10.1% | -20.7% |
| 6M | -33.2% | -26.5% | -6.7% | -29.6% |
| YTD | +5.7% | +29.0% | -23.3% | -3.1% |
| 1Y | +9.3% | +57.0% | -47.6% | -4.1% |
| 3Y | +158.3% | +50.0% | +108.3% | +112.1% |
| All | +213.9% | +124.4% | +89.6% | +114.8% |
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