+15.8%
CAT vs Q
+74.5%
-58.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.1% | +3.7% | +2.0% |
| 7D | +9.3% | +11.5% | -2.2% | +4.0% |
| 30D | -21.5% | -0.2% | -21.3% | -21.6% |
| 3M | -29.1% | -13.6% | -15.5% | -24.8% |
| 6M | -33.4% | -27.0% | -6.3% | -24.9% |
| YTD | +6.6% | +50.5% | -44.0% | -5.5% |
| 1Y | +6.5% | +33.8% | -27.2% | -5.2% |
| All | +15.8% | +74.5% | -58.7% | +3.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling