+213.9%
CAT vs UL
+33.5%
+180.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -0.9% |
| 7D | +7.4% | +1.1% | +6.3% | +7.4% |
| 30D | -19.7% | +4.5% | -24.2% | -19.8% |
| 3M | -29.6% | +6.5% | -36.1% | -29.8% |
| 6M | -33.2% | +18.2% | -51.4% | -34.2% |
| YTD | +5.7% | +4.7% | +1.0% | +5.5% |
| 1Y | +9.3% | +0.8% | +8.6% | +9.6% |
| 3Y | +158.3% | +35.9% | +122.4% | +146.0% |
| All | +213.9% | +33.5% | +180.4% | +191.9% |
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