+82.5%
UBER vs CAT
+332.8%
-250.3%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.0% | -4.5% | -3.8% |
| 7D | -2.8% | +5.6% | -8.4% | -4.4% |
| 30D | -2.5% | -2.3% | -0.2% | -2.0% |
| 3M | +4.4% | -10.0% | +14.4% | +6.1% |
| 6M | -2.7% | +21.2% | -23.9% | -12.8% |
| YTD | -10.5% | +44.4% | -54.9% | -26.4% |
| 1Y | -22.5% | +96.3% | -118.8% | -45.0% |
| 3Y | +54.8% | +203.9% | -149.1% | -10.8% |
| 5Y | +82.5% | +333.5% | -251.0% | -12.8% |
| All | +82.5% | +332.8% | -250.3% | -12.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling