+245.2%
CAT vs UPST
-15.8%
+261.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.0% |
| 7D | -10.3% | -4.9% | -5.4% | -10.1% |
| 30D | -31.2% | -8.9% | -22.3% | -30.9% |
| 3M | -34.7% | -26.3% | -8.3% | -33.6% |
| 6M | -39.5% | -23.7% | -15.7% | -38.7% |
| YTD | -1.7% | -49.9% | +48.3% | +1.6% |
| 1Y | -1.1% | -42.0% | +40.9% | +1.2% |
| 3Y | +143.9% | -25.3% | +169.1% | +137.8% |
| 5Y | +194.8% | -93.4% | +288.2% | +190.6% |
| All | +245.2% | -15.8% | +261.0% | +228.6% |
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