-34.8%
CAT vs UMC
+4.6%
-39.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +6.9% | -4.0% | +0.6% |
| 7D | +1.7% | +0.1% | +1.6% | +1.2% |
| 30D | -24.6% | -28.7% | +4.1% | -16.8% |
| 3M | -28.5% | -15.1% | -13.4% | -26.0% |
| 6M | -34.8% | +5.0% | -39.8% | -33.9% |
| All | -34.8% | +4.6% | -39.4% | -33.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling