+700.3%
CAT vs UMC
+1,333.4%
-633.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +6.9% | -4.0% | +1.3% |
| 7D | +1.7% | +0.1% | +1.6% | +1.5% |
| 30D | -24.6% | -28.7% | +4.1% | -18.7% |
| 3M | -28.5% | -15.1% | -13.4% | -26.3% |
| 6M | -34.8% | +5.0% | -39.8% | -36.4% |
| YTD | +5.9% | +108.2% | -102.3% | -12.4% |
| 1Y | +6.8% | +121.7% | -114.9% | -13.0% |
| 3Y | +161.1% | +139.8% | +21.3% | +105.9% |
| 5Y | +213.4% | +85.1% | +128.3% | +153.0% |
| 10Y | +700.3% | +1,341.4% | -641.0% | +247.6% |
| All | +700.3% | +1,333.4% | -633.0% | +247.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 UMC 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