+141.7%
CAT vs UPST
-28.6%
+170.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -5.3% | -1.1% | -5.8% |
| 7D | -14.5% | -10.9% | -3.6% | -13.5% |
| 30D | -35.7% | -7.2% | -28.5% | -35.4% |
| 3M | -36.3% | -26.7% | -9.6% | -34.5% |
| 6M | -38.5% | -29.0% | -9.6% | -36.8% |
| YTD | -2.5% | -49.4% | +46.8% | +2.7% |
| 1Y | -1.9% | -47.0% | +45.1% | +2.7% |
| All | +141.7% | -28.6% | +170.3% | +131.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling