+144.9%
CAT vs USAR
-19.4%
+164.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -2.0% | -0.9% |
| 7D | +7.4% | -0.8% | +8.2% | +7.5% |
| 30D | -19.7% | -20.9% | +1.3% | -18.7% |
| 3M | -29.6% | -56.2% | +26.6% | -26.6% |
| 6M | -33.2% | -67.9% | +34.7% | -29.8% |
| YTD | +5.7% | -31.4% | +37.1% | +8.7% |
| 1Y | +9.3% | -45.1% | +54.4% | +12.7% |
| 3Y | +158.3% | -20.3% | +178.6% | +165.4% |
| All | +144.9% | -19.4% | +164.3% | +145.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 10y: compounded portfolio wealth divided by compounded USAR 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…
10y analysis · Full analysis span regression · 6 months rolling