+1,965.5%
CAT vs UUUU
-92.0%
+2,057.5%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.7% |
| 7D | +1.7% | -1.4% | +3.1% | +1.8% |
| 30D | -6.6% | +16.3% | -22.9% | -7.9% |
| 3M | -13.3% | -16.7% | +3.4% | -12.2% |
| 6M | +11.6% | -33.7% | +45.3% | +14.7% |
| YTD | +42.9% | -0.5% | +43.4% | +40.9% |
| 1Y | +95.4% | +28.9% | +66.6% | +86.5% |
| 3Y | +196.6% | +99.9% | +96.7% | +165.2% |
| 5Y | +321.7% | +135.3% | +186.4% | +261.4% |
| 10Y | +1,140.8% | +518.4% | +622.4% | +815.5% |
| All | +1,965.5% | -92.0% | +2,057.5% | +1,415.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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