+3.8%
CAT vs U
+18.8%
-14.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.1% | -0.3% | -2.4% |
| 7D | -6.3% | +24.4% | -30.7% | -6.5% |
| 30D | -26.8% | +7.4% | -34.2% | -26.7% |
| 3M | -30.0% | +16.8% | -46.8% | -30.1% |
| 6M | -34.6% | +78.8% | -113.4% | -35.1% |
| YTD | +2.9% | +14.0% | -11.1% | +6.5% |
| All | +3.8% | +18.8% | -14.9% | +7.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling