+326.0%
CAT vs USB
+40.0%
+285.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.8% |
| 7D | +1.7% | +1.4% | +0.3% | +1.0% |
| 30D | -6.6% | -1.3% | -5.3% | -6.0% |
| 3M | -13.3% | +15.2% | -28.5% | -19.5% |
| 6M | +11.6% | +18.8% | -7.2% | +2.1% |
| YTD | +42.9% | +21.0% | +21.9% | +29.4% |
| 1Y | +95.4% | +34.0% | +61.4% | +67.8% |
| 3Y | +196.6% | +95.3% | +101.3% | +111.7% |
| All | +326.0% | +40.0% | +285.9% | +237.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling