+6,701.9%
CAT vs URI
+7,134.6%
-432.7%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +1.2% |
| 7D | +1.7% | -2.0% | +3.7% | +2.3% |
| 30D | -6.6% | -12.9% | +6.4% | -2.5% |
| 3M | -13.3% | -6.7% | -6.6% | -11.4% |
| 6M | +11.6% | +19.0% | -7.4% | +5.1% |
| YTD | +42.9% | +25.5% | +17.4% | +31.5% |
| 1Y | +95.4% | +5.5% | +89.9% | +89.3% |
| 3Y | +196.6% | +111.3% | +85.3% | +130.7% |
| 5Y | +321.7% | +198.6% | +123.1% | +192.9% |
| 10Y | +1,140.8% | +1,179.9% | -39.1% | +458.7% |
| All | +6,701.9% | +7,134.6% | -432.7% | +1,501.3% |
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 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