+263.5%
CAT vs AUR
-36.7%
+300.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.6% | +1.3% | -1.0% |
| 7D | +0.6% | +0.2% | +0.4% | +0.6% |
| 30D | -4.5% | -8.9% | +4.4% | -3.8% |
| 3M | -5.8% | +4.6% | -10.4% | -6.4% |
| 6M | +12.7% | +44.9% | -32.1% | +8.1% |
| YTD | +41.4% | +64.8% | -23.5% | +33.7% |
| 1Y | +92.1% | +16.4% | +75.7% | +86.7% |
| 3Y | +197.5% | +85.1% | +112.4% | +165.3% |
| 5Y | +327.9% | -36.1% | +364.1% | +251.5% |
| All | +263.5% | -36.7% | +300.2% | +197.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 10y: compounded portfolio wealth divided by compounded AUR 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…
10y analysis · Full analysis span regression · 6 months rolling