+201.7%
CAT vs QS
-19.4%
+221.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.2% | +1.7% |
| 7D | +1.7% | -2.3% | +4.0% | +2.0% |
| 30D | -6.6% | -0.7% | -5.8% | -6.6% |
| 3M | -13.3% | -39.6% | +26.4% | -8.4% |
| 6M | +11.6% | -21.7% | +33.3% | +14.0% |
| YTD | +42.9% | -47.4% | +90.4% | +51.7% |
| 1Y | +95.4% | -28.4% | +123.8% | +98.2% |
| All | +201.7% | -19.4% | +221.1% | +179.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling