+6.9%
CAT vs Q
+66.4%
-59.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.3% | -5.4% | -2.0% |
| 7D | -10.3% | +0.3% | -10.6% | -10.4% |
| 30D | -31.2% | -9.8% | -21.4% | -28.1% |
| 3M | -34.7% | -12.2% | -22.4% | -31.2% |
| 6M | -39.5% | -21.6% | -17.9% | -33.3% |
| YTD | -1.7% | +43.6% | -45.2% | -10.9% |
| 1Y | -1.1% | +25.7% | -26.8% | -10.1% |
| All | +6.9% | +66.4% | -59.5% | -2.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling