-1.1%
CAT vs U
+24.4%
-25.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.5% | -4.6% | +0.9% |
| 7D | -10.3% | +36.6% | -46.9% | -10.7% |
| 30D | -31.2% | +13.3% | -44.5% | -31.2% |
| 3M | -34.7% | +26.2% | -60.8% | -34.8% |
| 6M | -39.5% | +88.7% | -128.2% | -40.1% |
| YTD | -1.7% | +16.6% | -18.2% | +1.6% |
| 1Y | -1.1% | +29.0% | -30.1% | -0.3% |
| All | -1.1% | +24.4% | -25.5% | -0.3% |
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