+147.0%
CAT vs USAR
-20.3%
+167.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.0% | +0.8% |
| 7D | +9.3% | +8.8% | +0.6% | +8.8% |
| 30D | -21.5% | -28.5% | +7.0% | -20.1% |
| 3M | -29.1% | -56.2% | +27.1% | -26.1% |
| 6M | -33.4% | -68.4% | +35.1% | -29.9% |
| YTD | +6.6% | -32.2% | +38.7% | +9.6% |
| 1Y | +6.5% | -52.3% | +58.8% | +10.0% |
| 3Y | +162.7% | -21.2% | +183.9% | +170.1% |
| All | +147.0% | -20.3% | +167.3% | +147.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling