+32.7%
ORCL vs CAT
+196.5%
-163.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.7% | +1.4% | +2.4% |
| 7D | +5.3% | +1.7% | +3.5% | +4.6% |
| 30D | +10.0% | -6.6% | +16.5% | +12.9% |
| 3M | -32.6% | -13.3% | -19.3% | -29.3% |
| 6M | +4.9% | +11.6% | -6.7% | -2.9% |
| YTD | -17.8% | +42.9% | -60.7% | -33.1% |
| 1Y | -28.0% | +95.4% | -123.4% | -50.7% |
| All | +32.7% | +196.5% | -163.8% | -22.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling