+95.4%
CAT vs UL
-8.6%
+104.1%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.7% |
| 7D | +1.7% | -1.3% | +3.0% | +1.6% |
| 30D | -6.6% | +0.5% | -7.0% | -6.4% |
| 3M | -13.3% | +17.6% | -30.9% | -13.9% |
| 6M | +11.6% | -5.4% | +17.0% | +13.0% |
| YTD | +42.9% | +0.7% | +42.2% | +46.2% |
| 1Y | +95.4% | -9.3% | +104.7% | +108.3% |
| All | +95.4% | -8.6% | +104.1% | +108.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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