+141.7%
CAT vs USB
+90.4%
+51.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -42.2% |
| YTD | -2.5% | +15.2% | -17.7% | -11.4% |
| 1Y | -1.9% | +32.8% | -34.7% | -17.9% |
| All | +141.7% | +90.4% | +51.2% | +63.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling