+274.0%
CAT vs UPST
-26.3%
+300.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.9% | +7.5% | +1.0% |
| 7D | +9.3% | -13.5% | +22.8% | +10.3% |
| 30D | -21.5% | -19.6% | -1.8% | -20.5% |
| 3M | -29.1% | -34.2% | +5.1% | -27.4% |
| 6M | -33.4% | -31.2% | -2.1% | -32.1% |
| YTD | +6.6% | -56.2% | +62.8% | +11.0% |
| 1Y | +6.5% | -51.7% | +58.2% | +10.3% |
| 3Y | +162.7% | -8.2% | +170.9% | +154.9% |
| 5Y | +214.2% | -92.8% | +307.0% | +210.9% |
| All | +274.0% | -26.3% | +300.3% | +259.0% |
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