+67.6%
UBER vs CAT
+433.5%
-365.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.7% | +1.1% |
| 7D | +1.6% | +7.4% | -5.8% | -1.2% |
| 30D | +0.6% | -19.7% | +20.3% | +8.6% |
| 3M | -8.2% | -29.6% | +21.4% | +4.0% |
| 6M | -6.7% | -33.2% | +26.5% | +5.5% |
| YTD | -14.7% | +5.7% | -20.4% | -23.8% |
| 1Y | -24.1% | +9.3% | -33.4% | -33.5% |
| 3Y | +33.4% | +158.3% | -124.9% | -25.8% |
| 5Y | +54.5% | +211.6% | -157.1% | -24.6% |
| All | +67.6% | +433.5% | -365.9% | -48.8% |
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 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