+333.5%
CAT vs QID
-80.7%
+414.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.8% | +1.1% |
| 7D | +5.6% | -2.7% | +8.3% | +4.6% |
| 30D | -2.3% | +1.8% | -4.1% | -1.6% |
| 3M | -10.0% | -2.2% | -7.8% | -9.0% |
| 6M | +21.2% | -32.1% | +53.4% | +10.3% |
| YTD | +44.4% | -28.6% | +73.0% | +34.3% |
| 1Y | +96.3% | -36.3% | +132.6% | +77.9% |
| 3Y | +203.9% | -74.4% | +278.3% | +130.6% |
| 5Y | +333.5% | -80.8% | +414.3% | +212.2% |
| All | +333.5% | -80.7% | +414.2% | +212.2% |
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