+18,766.1%
CAT vs USB
+8,296.0%
+10,470.1%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.9% | -7.1% | -6.0% |
| 7D | -17.1% | +2.4% | -19.5% | -18.0% |
| 30D | -30.1% | +6.6% | -36.7% | -32.1% |
| 3M | -32.4% | -4.1% | -28.3% | -31.4% |
| 6M | -32.1% | +12.5% | -44.6% | -35.7% |
| YTD | +4.1% | +17.6% | -13.5% | -3.2% |
| 1Y | +8.9% | +36.5% | -27.6% | -4.7% |
| 3Y | +155.5% | +95.4% | +60.1% | +91.9% |
| 5Y | +215.5% | +26.1% | +189.4% | +175.4% |
| 10Y | +788.9% | +101.3% | +687.6% | +537.0% |
| All | +18,766.1% | +8,296.0% | +10,470.1% | +5,130.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling