+8,609.5%
CAT vs UMC
+259.6%
+8,349.9%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.6% | -2.9% | +0.6% |
| 7D | +1.7% | +5.0% | -3.2% | +0.4% |
| 30D | -6.6% | +7.7% | -14.2% | -8.4% |
| 3M | -13.3% | +1.7% | -15.0% | -14.5% |
| 6M | +11.6% | +113.9% | -102.3% | -9.4% |
| YTD | +42.9% | +168.9% | -125.9% | +8.1% |
| 1Y | +95.4% | +207.2% | -111.8% | +42.4% |
| 3Y | +196.6% | +227.7% | -31.1% | +109.6% |
| 5Y | +321.7% | +118.0% | +203.6% | +220.5% |
| 10Y | +1,140.8% | +1,682.1% | -541.3% | +404.1% |
| All | +8,609.5% | +259.6% | +8,349.9% | +3,174.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling