+166.0%
CAT vs UMAC
+508.0%
-342.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.4% | +5.5% | -0.6% |
| 7D | +2.9% | +3.3% | -0.3% | +2.8% |
| 30D | -2.6% | -10.4% | +7.8% | -2.5% |
| 3M | -10.7% | +1.8% | -12.4% | -11.3% |
| 6M | +16.1% | +40.7% | -24.6% | +12.7% |
| YTD | +43.2% | +90.9% | -47.7% | +37.1% |
| 1Y | +96.8% | +151.8% | -54.9% | +86.5% |
| All | +166.0% | +508.0% | -342.0% | +151.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 10y: compounded portfolio wealth divided by compounded UMAC 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…
10y analysis · Full analysis span regression · 6 months rolling