+695.3%
CAT vs UPS
+41.3%
+654.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.5% | +1.5% |
| 7D | +9.3% | -0.6% | +9.9% | +9.7% |
| 30D | -21.5% | +16.4% | -37.9% | -27.2% |
| 3M | -29.1% | +7.9% | -37.0% | -32.1% |
| 6M | -33.4% | +15.8% | -49.2% | -38.5% |
| YTD | +6.6% | +16.6% | -10.0% | -2.4% |
| 1Y | +6.5% | +22.3% | -15.8% | -4.8% |
| 3Y | +162.7% | -6.2% | +168.9% | +157.9% |
| 5Y | +214.2% | -34.4% | +248.6% | +261.3% |
| All | +695.3% | +41.3% | +654.0% | +414.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UPS.
Daily Out/Under-Performance
Portfolio return minus UPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPS 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 10y: compounded portfolio wealth divided by compounded UPS 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…
10y analysis · Full analysis span regression · 6 months rolling