+8.9%
CAT vs QS
-71.4%
+80.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +7.5% | -12.8% | -7.1% |
| 7D | -17.1% | +4.5% | -21.6% | -18.1% |
| 30D | -30.1% | -4.1% | -26.0% | -29.5% |
| 3M | -32.4% | -22.1% | -10.2% | -28.3% |
| 6M | -32.1% | -38.4% | +6.3% | -25.1% |
| YTD | +4.1% | -57.5% | +61.6% | +25.4% |
| 1Y | +8.9% | -71.3% | +80.2% | +42.9% |
| All | +8.9% | -71.4% | +80.3% | +42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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