+29.8%
ORCL vs CAT
+192.7%
-162.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -6.4% | -0.6% | -4.4% |
| 7D | -17.5% | -14.5% | -3.0% | -12.2% |
| 30D | -20.2% | -35.7% | +15.6% | -5.5% |
| 3M | -19.9% | -36.3% | +16.3% | -5.0% |
| 6M | -37.4% | -38.5% | +1.1% | -25.5% |
| YTD | -40.1% | -2.5% | -37.6% | -41.7% |
| 1Y | -53.4% | -1.9% | -51.5% | -54.7% |
| 3Y | +10.4% | +139.2% | -128.8% | -24.4% |
| 5Y | +29.8% | +192.1% | -162.4% | -19.1% |
| All | +29.8% | +192.7% | -162.9% | -19.1% |
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 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