+92.1%
CAT vs UMC
+227.6%
-135.6%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.5% | +1.2% | -0.8% |
| 7D | +0.6% | +11.4% | -10.8% | -1.5% |
| 30D | -4.5% | +16.8% | -21.3% | -7.5% |
| 3M | -5.8% | +19.1% | -24.9% | -7.6% |
| 6M | +12.7% | +137.4% | -124.7% | +5.9% |
| YTD | +41.4% | +186.4% | -145.0% | +36.4% |
| 1Y | +92.1% | +229.1% | -137.0% | +80.7% |
| All | +92.1% | +227.6% | -135.6% | +80.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling