+3.8%
CAT vs UPST
-47.2%
+51.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -8.3% | +5.9% | -1.2% |
| 7D | -6.3% | -4.5% | -1.8% | -5.7% |
| 30D | -26.8% | -15.3% | -11.5% | -25.2% |
| 3M | -30.0% | -32.4% | +2.4% | -26.1% |
| 6M | -34.6% | -29.5% | -5.1% | -31.8% |
| YTD | +2.9% | -53.3% | +56.2% | +12.0% |
| All | +3.8% | -47.2% | +51.0% | +10.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling