+213.9%
CAT vs UMC
+77.4%
+136.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.4% | -0.2% |
| 7D | +7.4% | +11.2% | -3.7% | +4.4% |
| 30D | -19.7% | -28.0% | +8.4% | -12.8% |
| 3M | -29.6% | -20.5% | -9.1% | -25.9% |
| 6M | -33.2% | -1.6% | -31.6% | -33.9% |
| YTD | +5.7% | +99.4% | -93.7% | -14.3% |
| 1Y | +9.3% | +120.4% | -111.1% | -13.9% |
| 3Y | +158.3% | +134.2% | +24.1% | +95.7% |
| All | +213.9% | +77.4% | +136.5% | +131.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling