+183.3%
CAT vs UPST
-93.6%
+276.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.0% |
| 7D | -10.3% | -4.9% | -5.4% | -10.0% |
| 30D | -31.2% | -8.9% | -22.3% | -30.8% |
| 3M | -34.7% | -26.3% | -8.3% | -33.3% |
| 6M | -39.5% | -23.7% | -15.7% | -38.5% |
| YTD | -1.7% | -49.9% | +48.3% | +2.6% |
| 1Y | -1.1% | -42.0% | +40.9% | +1.9% |
| 3Y | +143.9% | -25.3% | +169.1% | +134.9% |
| All | +183.3% | -93.6% | +276.8% | +190.0% |
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 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