+203.9%
CAT vs OXY
-1.9%
+205.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.9% |
| 7D | +5.6% | -0.5% | +6.1% | +5.7% |
| 30D | -2.3% | +8.5% | -10.8% | -4.0% |
| 3M | -10.0% | +6.0% | -16.0% | -11.2% |
| 6M | +21.2% | +13.0% | +8.3% | +15.1% |
| YTD | +44.4% | +48.9% | -4.4% | +23.6% |
| 1Y | +96.3% | +36.4% | +59.9% | +72.5% |
| 3Y | +203.9% | -2.3% | +206.2% | +197.8% |
| All | +203.9% | -1.9% | +205.8% | +197.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling