+6.8%
CAT vs Q
+28.9%
-22.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.4% | +0.5% | +1.8% |
| 7D | +1.7% | +6.6% | -4.8% | -1.3% |
| 30D | -24.6% | +2.7% | -27.3% | -25.7% |
| 3M | -28.5% | -8.4% | -20.1% | -25.9% |
| 6M | -34.8% | -17.3% | -17.5% | -29.8% |
| YTD | +5.9% | +55.3% | -49.4% | -11.6% |
| 1Y | +6.8% | +31.5% | -24.6% | -6.9% |
| All | +6.8% | +28.9% | -22.1% | -6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 1y: compounded portfolio wealth divided by compounded Q 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…
1y analysis · Full analysis span regression · 6 months rolling