+24.0%
QQQ vs CAT
+94.5%
-70.5%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.6% | 0.0% |
| 7D | +1.0% | +2.9% | -1.9% | +0.1% |
| 30D | -0.6% | -2.6% | +2.0% | +0.1% |
| 3M | +1.3% | -10.7% | +12.0% | +4.2% |
| 6M | +18.1% | +16.1% | +2.0% | +13.1% |
| YTD | +16.9% | +43.2% | -26.4% | +6.6% |
| 1Y | +24.0% | +96.8% | -72.8% | +6.2% |
| All | +24.0% | +94.5% | -70.5% | +6.2% |
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