+6,392.2%
CAT vs UMC
+172.9%
+6,219.3%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.6% | +1.1% |
| 7D | +9.3% | +17.8% | -8.5% | +4.9% |
| 30D | -21.5% | -29.6% | +8.1% | -14.5% |
| 3M | -29.1% | -18.4% | -10.7% | -26.0% |
| 6M | -33.4% | -0.1% | -33.2% | -34.7% |
| YTD | +6.6% | +104.0% | -97.5% | -14.2% |
| 1Y | +6.5% | +121.5% | -115.0% | -16.0% |
| 3Y | +162.7% | +135.0% | +27.7% | +100.6% |
| 5Y | +214.2% | +83.0% | +131.2% | +148.5% |
| 10Y | +705.2% | +1,312.7% | -607.5% | +244.8% |
| All | +6,392.2% | +172.9% | +6,219.3% | +2,498.8% |
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