+554.5%
CAT vs QS
-47.0%
+601.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.6% | +5.8% | -0.4% |
| 7D | +2.9% | -4.2% | +7.2% | +3.2% |
| 30D | -2.6% | -15.7% | +13.0% | -1.5% |
| 3M | -10.7% | -28.7% | +18.0% | -8.9% |
| 6M | +16.1% | -23.2% | +39.4% | +17.7% |
| YTD | +43.2% | -49.9% | +93.1% | +48.6% |
| 1Y | +96.8% | -38.8% | +135.6% | +100.7% |
| 3Y | +201.4% | -24.0% | +225.4% | +193.3% |
| 5Y | +332.7% | -75.6% | +408.3% | +326.2% |
| All | +554.5% | -47.0% | +601.5% | +556.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling