+143.9%
CAT vs UPS
-10.2%
+154.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.5% | +3.4% | +1.9% |
| 7D | -10.3% | 0.0% | -10.3% | -10.4% |
| 30D | -31.2% | +17.3% | -48.5% | -35.9% |
| 3M | -34.7% | +6.6% | -41.3% | -36.8% |
| 6M | -39.5% | +12.0% | -51.5% | -42.8% |
| YTD | -1.7% | +14.4% | -16.0% | -8.3% |
| 1Y | -1.1% | +23.3% | -24.4% | -10.8% |
| 3Y | +143.9% | -9.6% | +153.5% | +133.7% |
| All | +143.9% | -10.2% | +154.1% | +133.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling