+270.0%
CAT vs UPST
-14.4%
+284.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.6% | +5.6% | +7.1% |
| 7D | -2.4% | +4.4% | -6.8% | -2.7% |
| 30D | -25.0% | -7.7% | -17.3% | -24.7% |
| 3M | -28.7% | -28.4% | -0.3% | -27.4% |
| 6M | -33.0% | -23.2% | -9.8% | -32.1% |
| YTD | +5.4% | -49.1% | +54.5% | +8.9% |
| 1Y | +7.3% | -42.4% | +49.6% | +9.9% |
| 3Y | +166.0% | +5.4% | +160.7% | +156.0% |
| 5Y | +210.1% | -92.9% | +303.0% | +205.0% |
| All | +270.0% | -14.4% | +284.5% | +252.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UPST.
Daily Out/Under-Performance
Portfolio return minus UPST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPST 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 UPST 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