+718.0%
CAT vs USB
+93.8%
+624.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.1% | -4.3% | -5.2% |
| 7D | -14.5% | -1.5% | -13.0% | -13.8% |
| 30D | -35.7% | +4.3% | -40.0% | -37.4% |
| 3M | -36.3% | -6.1% | -30.2% | -34.2% |
| 6M | -38.5% | +9.4% | -47.9% | -42.1% |
| YTD | -2.5% | +15.2% | -17.7% | -10.9% |
| 1Y | -1.9% | +32.8% | -34.7% | -17.2% |
| 3Y | +139.2% | +91.3% | +47.9% | +61.7% |
| 5Y | +192.1% | +22.7% | +169.5% | +146.5% |
| All | +718.0% | +93.8% | +624.1% | +373.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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