+370.2%
CAT vs QS
-54.8%
+425.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.6% | +0.2% | -2.2% |
| 7D | -6.3% | +8.0% | -14.3% | -6.8% |
| 30D | -26.8% | -2.8% | -24.0% | -26.7% |
| 3M | -30.0% | -28.1% | -1.9% | -28.6% |
| 6M | -34.6% | -41.0% | +6.4% | -32.6% |
| YTD | +2.9% | -57.3% | +60.2% | +7.8% |
| 1Y | +3.3% | -72.7% | +75.9% | +10.9% |
| 3Y | +153.7% | -18.6% | +172.3% | +147.2% |
| 5Y | +207.3% | -87.0% | +294.3% | +206.9% |
| All | +370.2% | -54.8% | +425.1% | +376.1% |
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