+153.7%
CAT vs USAR
-22.7%
+176.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -9.6% | +7.2% | -1.8% |
| 7D | -6.3% | -9.1% | +2.8% | -5.8% |
| 30D | -26.8% | -36.9% | +10.1% | -25.0% |
| 3M | -30.0% | -58.4% | +28.4% | -26.9% |
| 6M | -34.6% | -70.6% | +36.0% | -31.0% |
| YTD | +2.9% | -33.4% | +36.4% | +6.0% |
| 1Y | +3.3% | -54.0% | +57.3% | +6.8% |
| 3Y | +153.7% | -22.7% | +176.3% | +160.5% |
| All | +153.7% | -22.7% | +176.3% | +160.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling