+688.6%
CAT vs OXY
+19.5%
+669.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -1.0% |
| 7D | +7.4% | +4.2% | +3.2% | +6.2% |
| 30D | -19.7% | -4.3% | -15.3% | -18.8% |
| 3M | -29.6% | +2.3% | -31.9% | -30.3% |
| 6M | -33.2% | +5.5% | -38.7% | -34.9% |
| YTD | +5.7% | +44.9% | -39.2% | -7.1% |
| 1Y | +9.3% | +42.6% | -33.2% | -3.6% |
| 3Y | +158.3% | +0.7% | +157.6% | +147.7% |
| 5Y | +211.6% | +96.9% | +114.7% | +140.1% |
| All | +688.6% | +19.5% | +669.1% | +564.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OXY.
Daily Out/Under-Performance
Portfolio return minus OXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OXY 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 OXY 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