+213.9%
CAT vs U
-73.3%
+287.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.2% | -6.1% | -1.3% |
| 7D | +7.4% | +2.6% | +4.9% | +7.2% |
| 30D | -19.7% | +27.6% | -47.2% | -21.6% |
| 3M | -29.6% | +15.3% | -44.9% | -30.7% |
| 6M | -33.2% | +96.4% | -129.6% | -37.7% |
| YTD | +5.7% | +19.6% | -13.9% | +2.0% |
| 1Y | +9.3% | +42.1% | -32.8% | +3.6% |
| 3Y | +158.3% | +87.5% | +70.8% | +129.2% |
| All | +213.9% | -73.3% | +287.3% | +184.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling