+880.0%
CAT vs URA
-51.6%
+931.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.4% | -3.5% | -0.8% |
| 7D | -10.3% | -4.1% | -6.2% | -8.8% |
| 30D | -31.2% | -19.0% | -12.2% | -25.4% |
| 3M | -34.7% | -25.1% | -9.5% | -27.4% |
| 6M | -39.5% | -44.5% | +5.0% | -25.1% |
| YTD | -1.7% | -24.3% | +22.7% | +7.2% |
| 1Y | -1.1% | -28.1% | +27.0% | +9.6% |
| 3Y | +143.9% | +40.7% | +103.2% | +99.7% |
| 5Y | +194.8% | +35.5% | +159.3% | +132.7% |
| 10Y | +739.8% | +281.2% | +458.6% | +285.7% |
| All | +880.0% | -51.6% | +931.6% | +779.4% |
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