+96.3%
CAT vs USAR
+29.1%
+67.2%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.8% | +1.0% |
| 7D | +5.6% | +2.3% | +3.2% | +5.2% |
| 30D | -2.3% | -8.6% | +6.3% | -1.4% |
| 3M | -10.0% | -20.5% | +10.5% | -8.3% |
| 6M | +21.2% | +1.2% | +20.0% | +19.5% |
| YTD | +44.4% | +48.4% | -4.0% | +36.7% |
| 1Y | +96.3% | +30.6% | +65.7% | +85.9% |
| All | +96.3% | +29.1% | +67.2% | +85.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling