+215.5%
CAT vs USB
+23.7%
+191.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.9% | -7.1% | -6.1% |
| 7D | -17.1% | +2.4% | -19.5% | -18.2% |
| 30D | -30.1% | +6.6% | -36.7% | -32.4% |
| 3M | -32.4% | -4.1% | -28.3% | -31.2% |
| 6M | -32.1% | +12.5% | -44.6% | -36.5% |
| YTD | +4.1% | +17.6% | -13.5% | -4.8% |
| 1Y | +8.9% | +36.5% | -27.6% | -7.4% |
| 3Y | +155.5% | +95.4% | +60.1% | +82.6% |
| 5Y | +215.5% | +26.1% | +189.4% | +173.9% |
| All | +215.5% | +23.7% | +191.8% | +173.9% |
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 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