+700.3%
CAT vs OXY
+15.0%
+685.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.6% | +2.3% | +2.8% |
| 7D | +1.7% | -0.2% | +1.9% | +1.8% |
| 30D | -24.6% | -6.4% | -18.2% | -23.3% |
| 3M | -28.5% | -2.6% | -25.9% | -28.3% |
| 6M | -34.8% | +4.8% | -39.6% | -36.4% |
| YTD | +5.9% | +41.2% | -35.2% | -6.2% |
| 1Y | +6.8% | +39.5% | -32.7% | -5.3% |
| 3Y | +161.1% | -0.8% | +161.9% | +151.4% |
| 5Y | +213.4% | +91.6% | +121.9% | +143.3% |
| 10Y | +700.3% | +15.7% | +684.6% | +578.7% |
| All | +700.3% | +15.0% | +685.3% | +578.7% |
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