+277.8%
ORCL vs CAT
+697.1%
-419.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +2.9% | +5.9% | +7.7% |
| 7D | +3.8% | +1.7% | +2.0% | +3.2% |
| 30D | -6.6% | -24.6% | +18.0% | +4.0% |
| 3M | -11.4% | -28.5% | +17.1% | +0.6% |
| 6M | -33.3% | -34.8% | +1.5% | -22.4% |
| YTD | -33.3% | +5.9% | -39.2% | -36.6% |
| 1Y | -44.9% | +6.8% | -51.7% | -47.8% |
| 3Y | +17.6% | +161.1% | -143.5% | -21.6% |
| 5Y | +46.1% | +213.4% | -167.4% | -11.4% |
| 10Y | +277.8% | +700.3% | -422.6% | +66.7% |
| All | +277.8% | +697.1% | -419.3% | +66.7% |
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