+11.6%
CAT vs UMC
+113.5%
-101.9%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.6% | -2.9% | +0.4% |
| 7D | +1.7% | +5.0% | -3.2% | +0.2% |
| 30D | -6.6% | +7.7% | -14.2% | -8.7% |
| 3M | -13.3% | +1.7% | -15.0% | -14.0% |
| 6M | +11.6% | +113.9% | -102.3% | -5.7% |
| All | +11.6% | +113.5% | -101.9% | -5.7% |
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 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