+96.3%
CAT vs QID
-36.4%
+132.7%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.8% | +1.2% |
| 7D | +5.6% | -2.7% | +8.3% | +3.9% |
| 30D | -2.3% | +1.8% | -4.1% | -1.0% |
| 3M | -10.0% | -2.2% | -7.8% | -8.7% |
| 6M | +21.2% | -32.1% | +53.4% | +1.1% |
| YTD | +44.4% | -28.6% | +73.0% | +24.5% |
| 1Y | +96.3% | -36.3% | +132.6% | +66.0% |
| All | +96.3% | -36.4% | +132.7% | +66.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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