+270.3%
ORCL vs CAT
+696.4%
-426.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.5% | -1.1% |
| 7D | +8.0% | +7.4% | +0.5% | +5.0% |
| 30D | -4.0% | -19.7% | +15.7% | +4.3% |
| 3M | -19.5% | -29.6% | +10.1% | -8.0% |
| 6M | -33.5% | -33.2% | -0.3% | -23.3% |
| YTD | -34.8% | +5.7% | -40.5% | -38.0% |
| 1Y | -41.6% | +9.3% | -51.0% | -45.2% |
| 3Y | +13.8% | +158.3% | -144.6% | -23.9% |
| 5Y | +43.4% | +211.6% | -168.2% | -12.9% |
| All | +270.3% | +696.4% | -426.2% | +63.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling