+33,471.1%
ORCL vs CAT
+26,255.7%
+7,215.4%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +13.0% |
| 3M | -32.6% | -13.3% | -19.3% | -29.1% |
| 6M | +4.9% | +11.6% | -6.7% | -1.8% |
| YTD | -17.8% | +42.9% | -60.7% | -30.7% |
| 1Y | -28.0% | +95.4% | -123.4% | -46.9% |
| 3Y | +36.0% | +196.6% | -160.6% | -16.3% |
| 5Y | +88.7% | +321.7% | -232.9% | -2.1% |
| 10Y | +346.9% | +1,140.8% | -793.9% | +38.2% |
| All | +33,471.1% | +26,255.7% | +7,215.4% | +2,302.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling