+141.7%
CAT vs URI
+136.1%
+5.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -7.1% | +0.8% | -3.1% |
| 7D | -14.5% | -12.9% | -1.6% | -8.8% |
| 30D | -35.7% | -3.4% | -32.3% | -34.7% |
| 3M | -36.3% | -10.0% | -26.3% | -33.3% |
| 6M | -38.5% | +12.2% | -50.7% | -41.6% |
| YTD | -2.5% | +29.8% | -32.3% | -15.6% |
| 1Y | -1.9% | +24.6% | -26.5% | -13.3% |
| All | +141.7% | +136.1% | +5.6% | +51.7% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 3y: compounded portfolio wealth divided by compounded URI 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…
3y analysis · Full analysis span regression · 6 months rolling