+19,212.2%
CAT vs OXY
+1,329.6%
+17,882.5%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.0% | -1.4% | -0.1% |
| 7D | +9.3% | +3.6% | +5.7% | +7.9% |
| 30D | -21.5% | -5.3% | -16.2% | -20.1% |
| 3M | -29.1% | +0.2% | -29.3% | -29.5% |
| 6M | -33.4% | +4.7% | -38.1% | -35.5% |
| YTD | +6.6% | +44.0% | -37.5% | -9.5% |
| 1Y | +6.5% | +42.1% | -35.5% | -9.3% |
| 3Y | +162.7% | +1.2% | +161.5% | +147.9% |
| 5Y | +214.2% | +95.7% | +118.5% | +120.5% |
| 10Y | +705.2% | +18.1% | +687.1% | +431.8% |
| All | +19,212.2% | +1,329.6% | +17,882.5% | +5,810.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling