+14.8%
CAT vs Q
+68.3%
-53.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.5% | +2.7% | +0.8% |
| 7D | +7.4% | +1.2% | +6.3% | +6.9% |
| 30D | -19.7% | -2.7% | -17.0% | -18.9% |
| 3M | -29.6% | -16.9% | -12.7% | -24.0% |
| 6M | -33.2% | -26.9% | -6.3% | -24.5% |
| YTD | +5.7% | +45.2% | -39.6% | -4.8% |
| 1Y | +9.3% | +38.1% | -28.8% | -1.4% |
| All | +14.8% | +68.3% | -53.5% | +4.0% |
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