+319.2%
CAT vs OSCR
-9.0%
+328.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.7% |
| 7D | +0.6% | +1.6% | -1.0% | +0.5% |
| 30D | -4.3% | +10.7% | -15.0% | -4.9% |
| 3M | -8.6% | +13.4% | -22.0% | -9.5% |
| 6M | +16.1% | +144.6% | -128.4% | +9.1% |
| YTD | +43.8% | +128.0% | -84.3% | +35.5% |
| 1Y | +91.5% | +68.7% | +22.8% | +82.5% |
| 3Y | +202.7% | +398.8% | -196.1% | +160.3% |
| 5Y | +335.1% | +87.3% | +247.9% | +272.0% |
| All | +319.2% | -9.0% | +328.2% | +264.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling