-38.5%
CAT vs U
+74.3%
-112.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +14.9% | -21.3% | -5.8% |
| 7D | -14.5% | +24.3% | -38.7% | -14.1% |
| 30D | -35.7% | +8.6% | -44.3% | -35.3% |
| 3M | -36.3% | +37.6% | -73.9% | -35.2% |
| 6M | -38.5% | +78.5% | -117.0% | -34.9% |
| All | -38.5% | +74.3% | -112.9% | -34.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling