+30.6%
ORCL vs CAT
+181.1%
-150.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.5% |
| 7D | -11.2% | -10.3% | -0.9% | -7.2% |
| 30D | -18.8% | -31.2% | +12.4% | -6.3% |
| 3M | -18.8% | -34.7% | +15.9% | -4.5% |
| 6M | -39.7% | -39.5% | -0.3% | -27.8% |
| YTD | -39.6% | -1.7% | -38.0% | -41.5% |
| 1Y | -51.7% | -1.1% | -50.6% | -53.3% |
| 3Y | +10.2% | +143.9% | -133.6% | -25.2% |
| All | +30.6% | +181.1% | -150.5% | -18.4% |
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