-28.0%
ORCL vs CAT
+97.5%
-125.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.7% | +1.4% | +2.6% |
| 7D | +5.3% | +1.7% | +3.5% | +4.8% |
| 30D | +10.0% | -6.6% | +16.5% | +11.8% |
| 3M | -32.6% | -13.3% | -19.3% | -30.4% |
| 6M | +4.9% | +11.6% | -6.7% | -0.4% |
| YTD | -17.8% | +42.9% | -60.7% | -29.5% |
| 1Y | -28.0% | +95.4% | -123.4% | -45.6% |
| All | -28.0% | +97.5% | -125.5% | -45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAT.
Daily Out/Under-Performance
Portfolio return minus CAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAT 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 1y: compounded portfolio wealth divided by compounded CAT 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…
1y analysis · Full analysis span regression · 6 months rolling