+143.9%
CAT vs URI
+138.8%
+5.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.4% |
| 7D | -10.3% | -9.8% | -0.5% | -5.9% |
| 30D | -31.2% | +1.7% | -32.9% | -31.8% |
| 3M | -34.7% | -9.1% | -25.6% | -32.0% |
| 6M | -39.5% | +9.9% | -49.3% | -42.0% |
| YTD | -1.7% | +31.2% | -32.9% | -15.3% |
| 1Y | -1.1% | +25.9% | -27.1% | -13.0% |
| 3Y | +143.9% | +147.4% | -3.5% | +52.3% |
| All | +143.9% | +138.8% | +5.1% | +52.3% |
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