+401.7%
CAT vs UPST
+7.9%
+393.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.4% | +1.8% |
| 7D | +1.7% | -3.5% | +5.3% | +1.9% |
| 30D | -6.6% | -7.1% | +0.6% | -6.2% |
| 3M | -13.3% | -13.1% | -0.2% | -12.6% |
| 6M | +11.6% | -1.1% | +12.7% | +11.2% |
| YTD | +42.9% | -35.9% | +78.8% | +45.7% |
| 1Y | +95.4% | -57.4% | +152.9% | +103.3% |
| 3Y | +196.6% | -14.9% | +211.5% | +186.4% |
| 5Y | +321.7% | -88.7% | +410.3% | +307.9% |
| All | +401.7% | +7.9% | +393.8% | +371.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling