-1.2%
UBER vs CAT
+10.8%
-12.0%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.1% |
| 7D | -3.9% | +1.7% | -5.6% | -3.7% |
| 30D | +11.1% | -6.6% | +17.7% | +10.6% |
| 3M | +4.9% | -13.3% | +18.2% | +2.8% |
| 6M | -1.2% | +11.6% | -12.8% | -4.9% |
| All | -1.2% | +10.8% | -12.0% | -4.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling