+68.5%
UBER vs CAT
+419.7%
-351.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.8% | -0.7% |
| 7D | +5.2% | -6.3% | +11.5% | +7.5% |
| 30D | -2.0% | -26.8% | +24.8% | +9.7% |
| 3M | -10.2% | -30.0% | +19.8% | +1.8% |
| 6M | -7.2% | -34.6% | +27.4% | +5.8% |
| YTD | -14.3% | +2.9% | -17.2% | -22.6% |
| 1Y | -25.6% | +3.3% | -28.8% | -33.1% |
| 3Y | +35.8% | +153.7% | -117.9% | -23.9% |
| 5Y | +61.5% | +207.3% | -145.8% | -20.9% |
| All | +68.5% | +419.7% | -351.1% | -48.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling