+333.5%
CAT vs QS
-74.6%
+408.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.0% | -1.0% | +0.8% |
| 7D | +5.6% | +2.2% | +3.4% | +5.3% |
| 30D | -2.3% | -8.1% | +5.7% | -1.4% |
| 3M | -10.0% | -27.0% | +17.0% | -7.2% |
| 6M | +21.2% | -16.4% | +37.7% | +22.8% |
| YTD | +44.4% | -46.4% | +90.8% | +52.8% |
| 1Y | +96.3% | -41.1% | +137.4% | +102.8% |
| 3Y | +203.9% | -18.6% | +222.5% | +182.2% |
| 5Y | +333.5% | -73.0% | +406.5% | +319.9% |
| All | +333.5% | -74.6% | +408.1% | +319.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling