+332.7%
CAT vs AUR
-34.3%
+367.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.7% | -0.8% |
| 7D | +2.9% | +11.1% | -8.2% | +1.9% |
| 30D | -2.6% | -6.9% | +4.2% | -2.1% |
| 3M | -10.7% | +5.5% | -16.2% | -11.4% |
| 6M | +16.1% | +41.0% | -24.9% | +11.6% |
| YTD | +43.2% | +69.3% | -26.0% | +35.1% |
| 1Y | +96.8% | +14.0% | +82.8% | +91.5% |
| 3Y | +201.4% | +90.1% | +111.3% | +168.0% |
| 5Y | +332.7% | -34.4% | +367.1% | +253.9% |
| All | +332.7% | -34.3% | +367.0% | +253.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling