-26.2%
UBER vs CAT
+5.5%
-31.7%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -5.2% | +10.1% | +4.5% |
| 7D | +7.0% | -17.1% | +24.2% | +5.9% |
| 30D | +0.6% | -30.1% | +30.7% | -1.4% |
| 3M | -2.9% | -32.4% | +29.4% | -4.8% |
| 6M | -5.5% | -32.1% | +26.6% | -8.3% |
| YTD | -14.5% | +4.1% | -18.6% | -22.7% |
| 1Y | -26.2% | +8.9% | -35.1% | -35.8% |
| All | -26.2% | +5.5% | -31.7% | -35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAT.
Daily Out/Under-Performance
Portfolio return minus CAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAT 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 1y: compounded portfolio wealth divided by compounded CAT 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…
1y analysis · Full analysis span regression · 6 months rolling