+25.6%
QQQ vs CAT
+97.5%
-71.9%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.3% |
| 7D | +0.4% | +1.7% | -1.4% | -0.1% |
| 30D | +0.2% | -6.6% | +6.8% | +2.1% |
| 3M | -2.8% | -13.3% | +10.5% | +0.7% |
| 6M | +18.0% | +11.6% | +6.4% | +14.0% |
| YTD | +17.3% | +42.9% | -25.6% | +7.1% |
| 1Y | +25.6% | +95.4% | -69.8% | +8.4% |
| All | +25.6% | +97.5% | -71.9% | +8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAT.
Daily Out/Under-Performance
Portfolio return minus CAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAT 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 CAT 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