-17.6%
UBER vs CAT
+97.5%
-115.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.2% |
| 7D | -3.9% | +1.7% | -5.6% | -3.9% |
| 30D | +11.1% | -6.6% | +17.7% | +11.0% |
| 3M | +4.9% | -13.3% | +18.2% | +4.2% |
| 6M | -1.2% | +11.6% | -12.8% | -4.1% |
| YTD | -7.3% | +42.9% | -50.2% | -14.3% |
| 1Y | -17.6% | +95.4% | -113.1% | -20.8% |
| All | -17.6% | +97.5% | -115.1% | -20.8% |
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