+1,321.9%
CAT vs QID
-100.0%
+1,421.8%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -6.8% | +14.0% | +4.1% |
| 7D | -2.4% | -0.8% | -1.6% | -2.0% |
| 30D | -25.0% | +20.1% | -45.1% | -17.3% |
| 3M | -28.7% | +11.8% | -40.5% | -23.5% |
| 6M | -33.0% | +5.5% | -38.5% | -28.0% |
| YTD | +5.4% | -21.5% | +27.0% | +1.1% |
| 1Y | +7.3% | -22.6% | +29.9% | +2.9% |
| 3Y | +166.0% | -72.3% | +238.3% | +79.6% |
| 5Y | +210.1% | -76.9% | +287.0% | +122.0% |
| 10Y | +712.5% | -99.0% | +811.5% | +54.8% |
| All | +1,321.9% | -100.0% | +1,421.8% | -36.5% |
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