+95.4%
CAT vs OSCR
+75.7%
+19.7%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +1.7% | +5.8% | -4.1% | +1.5% |
| 30D | -6.6% | +7.1% | -13.7% | -6.8% |
| 3M | -13.3% | +36.7% | -49.9% | -15.1% |
| 6M | +11.6% | +114.3% | -102.7% | +2.7% |
| YTD | +42.9% | +124.4% | -81.5% | +30.9% |
| 1Y | +95.4% | +75.5% | +20.0% | +80.5% |
| All | +95.4% | +75.7% | +19.7% | +80.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 1y: compounded portfolio wealth divided by compounded OSCR 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…
1y analysis · Full analysis span regression · 6 months rolling