+326.0%
CAT vs UL
+23.5%
+302.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.7% |
| 7D | +1.7% | -1.3% | +3.0% | +1.8% |
| 30D | -6.6% | +0.5% | -7.0% | -6.6% |
| 3M | -13.3% | +17.6% | -30.9% | -14.8% |
| 6M | +11.6% | -5.4% | +17.0% | +12.3% |
| YTD | +42.9% | +0.7% | +42.2% | +43.0% |
| 1Y | +95.4% | -9.3% | +104.7% | +97.5% |
| 3Y | +196.6% | +24.5% | +172.1% | +185.4% |
| All | +326.0% | +23.5% | +302.5% | +299.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling