+688.6%
CAT vs URA
+266.3%
+422.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.3% |
| 7D | +7.4% | -1.5% | +9.0% | +8.1% |
| 30D | -19.7% | -10.4% | -9.3% | -16.3% |
| 3M | -29.6% | -29.6% | 0.0% | -20.4% |
| 6M | -33.2% | -40.3% | +7.1% | -20.3% |
| YTD | +5.7% | -25.5% | +31.1% | +15.5% |
| 1Y | +9.3% | -26.4% | +35.8% | +19.8% |
| 3Y | +158.3% | +31.4% | +126.9% | +120.9% |
| 5Y | +211.6% | +28.6% | +183.0% | +156.8% |
| All | +688.6% | +266.3% | +422.4% | +297.8% |
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