+192.1%
CAT vs UPST
-93.2%
+285.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -5.3% | -1.1% | -5.9% |
| 7D | -14.5% | -10.9% | -3.6% | -13.8% |
| 30D | -35.7% | -7.2% | -28.5% | -35.4% |
| 3M | -36.3% | -26.7% | -9.6% | -34.9% |
| 6M | -38.5% | -29.0% | -9.6% | -37.2% |
| YTD | -2.5% | -49.4% | +46.8% | +1.6% |
| 1Y | -1.9% | -47.0% | +45.1% | +1.7% |
| 3Y | +139.2% | -27.0% | +166.2% | +130.7% |
| 5Y | +192.1% | -93.3% | +285.5% | +201.3% |
| All | +192.1% | -93.2% | +285.3% | +201.3% |
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