+321.2%
CAT vs OSCR
-8.3%
+329.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.3% | +0.9% |
| 7D | +5.6% | +10.7% | -5.1% | +5.0% |
| 30D | -2.3% | +18.3% | -20.7% | -3.3% |
| 3M | -10.0% | +20.5% | -30.5% | -11.2% |
| 6M | +21.2% | +138.5% | -117.3% | +14.1% |
| YTD | +44.4% | +129.7% | -85.3% | +36.1% |
| 1Y | +96.3% | +62.8% | +33.5% | +87.5% |
| 3Y | +203.9% | +411.8% | -207.9% | +160.9% |
| 5Y | +333.5% | +99.9% | +233.6% | +269.7% |
| All | +321.2% | -8.3% | +329.5% | +265.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling