+695.3%
CAT vs URA
+272.2%
+423.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.8% | +4.4% | +2.0% |
| 7D | +9.3% | +4.5% | +4.9% | +7.6% |
| 30D | -21.5% | -13.4% | -8.1% | -17.2% |
| 3M | -29.1% | -28.4% | -0.7% | -20.3% |
| 6M | -33.4% | -40.5% | +7.1% | -20.5% |
| YTD | +6.6% | -24.3% | +30.8% | +15.8% |
| 1Y | +6.5% | -28.8% | +35.4% | +18.0% |
| 3Y | +162.7% | +37.6% | +125.1% | +120.9% |
| 5Y | +214.2% | +30.7% | +183.5% | +157.5% |
| All | +695.3% | +272.2% | +423.1% | +298.9% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 10y: compounded portfolio wealth divided by compounded URA 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…
10y analysis · Full analysis span regression · 6 months rolling