+871.2%
CAT vs URA
-53.7%
+924.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -5.3% | -1.1% | -4.4% |
| 7D | -14.5% | -13.3% | -1.2% | -9.7% |
| 30D | -35.7% | -25.9% | -9.8% | -27.9% |
| 3M | -36.3% | -27.8% | -8.5% | -28.2% |
| 6M | -38.5% | -42.8% | +4.3% | -24.7% |
| YTD | -2.5% | -27.5% | +25.0% | +8.0% |
| 1Y | -1.9% | -35.1% | +33.2% | +12.9% |
| 3Y | +139.2% | +31.1% | +108.1% | +101.2% |
| 5Y | +192.1% | +29.8% | +162.4% | +134.5% |
| 10Y | +732.3% | +265.1% | +467.1% | +288.6% |
| All | +871.2% | -53.7% | +924.9% | +786.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling