+1,827.9%
CAT vs QID
-100.0%
+1,927.9%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.6% |
| 7D | +1.7% | -0.6% | +2.3% | +1.5% |
| 30D | -6.6% | 0.0% | -6.6% | -6.4% |
| 3M | -13.3% | +3.7% | -17.0% | -9.5% |
| 6M | +11.6% | -29.9% | +41.5% | -0.7% |
| YTD | +42.9% | -28.8% | +71.7% | +28.8% |
| 1Y | +95.4% | -37.2% | +132.6% | +68.6% |
| 3Y | +196.6% | -73.7% | +270.3% | +93.2% |
| 5Y | +321.7% | -80.7% | +402.4% | +173.5% |
| 10Y | +1,140.8% | -99.1% | +1,239.9% | +120.2% |
| All | +1,827.9% | -100.0% | +1,927.9% | -19.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling