+1,157.1%
CAT vs UMC
+1,867.9%
-710.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.0% | -4.8% | -1.7% |
| 7D | +2.9% | +13.6% | -10.7% | 0.0% |
| 30D | -2.6% | +20.8% | -23.4% | -6.8% |
| 3M | -10.7% | +16.1% | -26.8% | -14.2% |
| 6M | +16.1% | +137.3% | -121.2% | -5.1% |
| YTD | +43.2% | +193.8% | -150.5% | +10.3% |
| 1Y | +96.8% | +236.1% | -139.3% | +46.5% |
| 3Y | +201.4% | +267.1% | -65.8% | +117.4% |
| 5Y | +332.7% | +145.3% | +187.4% | +228.7% |
| 10Y | +1,157.1% | +1,857.3% | -700.2% | +423.2% |
| All | +1,157.1% | +1,867.9% | -710.8% | +423.2% |
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