+355.7%
CAT vs ONTO
+390.5%
-34.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +11.1% | -10.2% | -2.2% |
| 7D | -10.3% | -14.0% | +3.7% | -6.8% |
| 30D | -31.2% | -43.1% | +11.9% | -20.1% |
| 3M | -34.7% | -35.5% | +0.9% | -27.5% |
| 6M | -39.5% | -41.1% | +1.6% | -32.0% |
| YTD | -1.7% | +9.8% | -11.4% | -6.9% |
| 1Y | -1.1% | +31.5% | -32.6% | -10.8% |
| 3Y | +143.9% | +45.2% | +98.7% | +94.6% |
| 5Y | +194.8% | +86.7% | +108.1% | +105.0% |
| All | +355.7% | +390.5% | -34.8% | +108.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling