+11.9%
CAT vs Q
+75.8%
-64.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.2% | -1.9% |
| 7D | -6.3% | +4.0% | -10.3% | -8.0% |
| 30D | -26.8% | -2.3% | -24.5% | -26.2% |
| 3M | -30.0% | -7.9% | -22.1% | -27.8% |
| 6M | -34.6% | -16.0% | -18.6% | -30.1% |
| YTD | +2.9% | +51.7% | -48.8% | -9.0% |
| 1Y | +3.3% | +28.3% | -25.0% | -8.2% |
| All | +11.9% | +75.8% | -64.0% | -0.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling