+328.0%
CAT vs U
-32.9%
+360.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.1% | -0.3% | -2.2% |
| 7D | -6.3% | +24.4% | -30.7% | -8.0% |
| 30D | -26.8% | +7.4% | -34.2% | -27.3% |
| 3M | -30.0% | +16.8% | -46.8% | -31.0% |
| 6M | -34.6% | +78.8% | -113.4% | -37.8% |
| YTD | +2.9% | +14.0% | -11.1% | +0.2% |
| 1Y | +3.3% | +16.7% | -13.4% | +0.3% |
| 3Y | +153.7% | +86.4% | +67.3% | +130.3% |
| 5Y | +207.3% | -71.5% | +278.8% | +177.3% |
| All | +328.0% | -32.9% | +360.9% | +293.5% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 U 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