+168.2%
CAT vs UMAC
+549.5%
-381.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +9.3% | -8.3% | +0.7% |
| 7D | +5.6% | +14.7% | -9.1% | +5.0% |
| 30D | -2.3% | -0.5% | -1.8% | -2.6% |
| 3M | -10.0% | +0.5% | -10.5% | -10.7% |
| 6M | +21.2% | +57.9% | -36.7% | +17.2% |
| YTD | +44.4% | +103.9% | -59.5% | +37.9% |
| 1Y | +96.3% | +159.3% | -63.0% | +85.7% |
| All | +168.2% | +549.5% | -381.3% | +152.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling