+326.0%
CAT vs UPST
-88.8%
+414.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.4% | +1.9% |
| 7D | +1.7% | -3.5% | +5.3% | +2.0% |
| 30D | -6.6% | -7.1% | +0.6% | -6.1% |
| 3M | -13.3% | -13.1% | -0.2% | -12.5% |
| 6M | +11.6% | -1.1% | +12.7% | +11.1% |
| YTD | +42.9% | -35.9% | +78.8% | +46.5% |
| 1Y | +95.4% | -57.4% | +152.9% | +105.6% |
| 3Y | +196.6% | -14.9% | +211.5% | +182.2% |
| All | +326.0% | -88.8% | +414.8% | +329.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling