+5.8%
CAT vs USAR
-50.4%
+56.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +6.5% | +0.7% | +6.0% |
| 7D | -2.4% | -1.1% | -1.3% | -2.3% |
| 30D | -25.0% | -30.3% | +5.2% | -20.7% |
| 3M | -28.7% | -54.7% | +26.0% | -19.5% |
| 6M | -33.0% | -67.5% | +34.5% | -21.7% |
| YTD | +5.4% | -26.4% | +31.8% | +7.0% |
| All | +5.8% | -50.4% | +56.2% | +11.4% |
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