+96.3%
CAT vs UPS
+25.9%
+70.4%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.8% | +2.8% | +1.8% |
| 7D | +5.6% | -2.1% | +7.7% | +6.5% |
| 30D | -2.3% | -2.3% | 0.0% | -1.4% |
| 3M | -10.0% | -5.2% | -4.8% | -8.3% |
| 6M | +21.2% | +1.4% | +19.8% | +18.9% |
| YTD | +44.4% | +6.1% | +38.3% | +40.9% |
| 1Y | +96.3% | +27.0% | +69.3% | +81.0% |
| All | +96.3% | +25.9% | +70.4% | +81.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling