+4,537.6%
CAT vs URI
+7,377.6%
-2,839.9%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -7.1% | +0.8% | -4.2% |
| 7D | -14.5% | -12.9% | -1.6% | -10.7% |
| 30D | -35.7% | -3.4% | -32.3% | -35.1% |
| 3M | -36.3% | -10.0% | -26.3% | -34.3% |
| 6M | -38.5% | +12.2% | -50.7% | -40.7% |
| YTD | -2.5% | +29.8% | -32.3% | -11.3% |
| 1Y | -1.9% | +24.6% | -26.5% | -9.6% |
| 3Y | +139.2% | +137.6% | +1.6% | +79.5% |
| 5Y | +192.1% | +176.6% | +15.5% | +107.1% |
| 10Y | +732.3% | +1,402.6% | -670.3% | +259.8% |
| All | +4,537.6% | +7,377.6% | -2,839.9% | +979.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling