+158.3%
CAT vs UL
+36.1%
+122.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -0.7% |
| 7D | +7.4% | +1.1% | +6.3% | +7.6% |
| 30D | -19.7% | +4.5% | -24.2% | -19.2% |
| 3M | -29.6% | +6.5% | -36.1% | -29.0% |
| 6M | -33.2% | +18.2% | -51.4% | -32.4% |
| YTD | +5.7% | +4.7% | +1.0% | +7.1% |
| 1Y | +9.3% | +0.8% | +8.6% | +10.6% |
| 3Y | +158.3% | +35.9% | +122.4% | +173.7% |
| All | +158.3% | +36.1% | +122.3% | +173.7% |
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