+9.3%
ORCL vs CAT
+138.4%
-129.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -6.4% | -0.6% | -4.1% |
| 7D | -17.5% | -14.5% | -3.0% | -11.6% |
| 30D | -20.2% | -35.7% | +15.6% | -3.8% |
| 3M | -19.9% | -36.3% | +16.3% | -3.4% |
| 6M | -37.4% | -38.5% | +1.1% | -24.2% |
| YTD | -40.1% | -2.5% | -37.6% | -43.4% |
| 1Y | -53.4% | -1.9% | -51.5% | -56.1% |
| All | +9.3% | +138.4% | -129.1% | -29.3% |
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