+143.9%
CAT vs UL
+35.9%
+108.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.5% | +3.4% | +0.6% |
| 7D | -10.3% | +1.1% | -11.4% | -10.1% |
| 30D | -31.2% | +8.2% | -39.4% | -30.6% |
| 3M | -34.7% | +4.5% | -39.2% | -34.2% |
| 6M | -39.5% | +12.6% | -52.0% | -38.7% |
| YTD | -1.7% | +3.5% | -5.2% | -0.5% |
| 1Y | -1.1% | -0.4% | -0.7% | -0.1% |
| 3Y | +143.9% | +36.0% | +107.9% | +159.8% |
| All | +143.9% | +35.9% | +108.0% | +159.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling