+6.8%
CAT vs URA
-26.7%
+33.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.5% | +1.4% | +2.2% |
| 7D | +1.7% | +2.9% | -1.1% | +0.5% |
| 30D | -24.6% | -10.8% | -13.7% | -20.4% |
| 3M | -28.5% | -25.5% | -3.0% | -18.7% |
| 6M | -34.8% | -41.2% | +6.4% | -19.0% |
| YTD | +5.9% | -21.3% | +27.2% | +11.3% |
| 1Y | +6.8% | -25.7% | +32.5% | +15.0% |
| All | +6.8% | -26.7% | +33.6% | +15.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling