+677.7%
CAT vs OXY
+14.3%
+663.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.0% | -4.4% | -2.9% |
| 7D | -6.3% | -5.8% | -0.5% | -4.8% |
| 30D | -26.8% | -5.3% | -21.5% | -25.8% |
| 3M | -30.0% | -2.5% | -27.5% | -29.9% |
| 6M | -34.6% | +8.3% | -42.9% | -36.7% |
| YTD | +2.9% | +40.3% | -37.4% | -8.7% |
| 1Y | +3.3% | +38.8% | -35.6% | -8.3% |
| 3Y | +153.7% | -1.4% | +155.1% | +144.6% |
| 5Y | +207.3% | +92.2% | +115.1% | +138.3% |
| All | +677.7% | +14.3% | +663.4% | +560.5% |
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