+144.4%
CAT vs USAR
-13.4%
+157.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +6.5% | +0.7% | +6.8% |
| 7D | -2.4% | -1.1% | -1.3% | -2.4% |
| 30D | -25.0% | -30.3% | +5.2% | -23.6% |
| 3M | -28.7% | -54.7% | +26.0% | -25.9% |
| 6M | -33.0% | -67.5% | +34.5% | -29.7% |
| YTD | +5.4% | -26.4% | +31.8% | +8.0% |
| 1Y | +7.3% | -49.5% | +56.8% | +10.2% |
| 3Y | +166.0% | -14.5% | +180.5% | +172.2% |
| All | +144.4% | -13.4% | +157.8% | +144.2% |
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