+82.2%
UBER vs CAT
+621.8%
-539.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -1.0% |
| 7D | -3.9% | +1.7% | -5.6% | -4.6% |
| 30D | +11.1% | -6.6% | +17.7% | +13.8% |
| 3M | +4.9% | -13.3% | +18.2% | +9.0% |
| 6M | -1.2% | +11.6% | -12.8% | -9.7% |
| YTD | -7.3% | +42.9% | -50.2% | -25.6% |
| 1Y | -17.6% | +95.4% | -113.1% | -44.1% |
| 3Y | +61.1% | +196.6% | -135.5% | -12.9% |
| 5Y | +87.9% | +321.7% | -233.8% | -18.0% |
| All | +82.2% | +621.8% | -539.6% | -50.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling