+1,134.9%
CAT vs URA
+359.3%
+775.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.4% |
| 7D | +1.7% | +1.1% | +0.6% | +1.3% |
| 30D | -6.6% | +7.4% | -14.0% | -9.1% |
| 3M | -13.3% | -8.4% | -4.9% | -11.0% |
| 6M | +11.6% | -12.7% | +24.3% | +16.0% |
| YTD | +42.9% | +7.8% | +35.2% | +37.0% |
| 1Y | +95.4% | +19.5% | +76.0% | +79.0% |
| 3Y | +196.6% | +116.4% | +80.2% | +111.2% |
| 5Y | +321.7% | +134.3% | +187.4% | +172.8% |
| All | +1,134.9% | +359.3% | +775.6% | +489.8% |
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