+1,157.1%
CAT vs OXY
+3.7%
+1,153.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -1.1% |
| 7D | +2.9% | +0.6% | +2.3% | +2.8% |
| 30D | -2.6% | +4.5% | -7.1% | -3.8% |
| 3M | -10.7% | +8.9% | -19.6% | -13.2% |
| 6M | +16.1% | +12.5% | +3.7% | +10.5% |
| YTD | +43.2% | +50.5% | -7.2% | +25.1% |
| 1Y | +96.8% | +38.6% | +58.2% | +75.0% |
| 3Y | +201.4% | -1.2% | +202.6% | +191.2% |
| 5Y | +332.7% | +161.6% | +171.0% | +207.9% |
| 10Y | +1,157.1% | +5.3% | +1,151.8% | +1,019.8% |
| All | +1,157.1% | +3.7% | +1,153.4% | +1,019.8% |
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