+35.5%
ORCL vs CAT
+202.4%
-166.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +7.2% | -4.0% | +0.3% |
| 7D | +0.5% | -2.4% | +2.9% | +1.4% |
| 30D | -15.3% | -25.0% | +9.7% | -5.5% |
| 3M | -18.2% | -28.7% | +10.5% | -7.1% |
| 6M | -38.4% | -33.0% | -5.4% | -29.2% |
| YTD | -37.7% | +5.4% | -43.1% | -41.3% |
| 1Y | -49.3% | +7.3% | -56.5% | -52.5% |
| 3Y | +10.6% | +166.0% | -155.4% | -27.4% |
| 5Y | +35.5% | +210.1% | -174.6% | -18.0% |
| All | +35.5% | +202.4% | -166.9% | -18.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling