+183.3%
CAT vs QID
-74.8%
+258.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.5% | +3.4% | 0.0% |
| 7D | -10.3% | +9.4% | -19.7% | -7.0% |
| 30D | -31.2% | +31.2% | -62.4% | -23.6% |
| 3M | -34.7% | +17.4% | -52.1% | -29.8% |
| 6M | -39.5% | +8.4% | -47.9% | -35.4% |
| YTD | -1.7% | -15.8% | +14.1% | -1.9% |
| 1Y | -1.1% | -16.3% | +15.2% | -1.1% |
| 3Y | +143.9% | -70.4% | +214.3% | +97.4% |
| All | +183.3% | -74.8% | +258.1% | +123.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling