+381.7%
CAT vs QS
-53.6%
+435.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +6.8% | +0.4% | +6.7% |
| 7D | -2.4% | +13.7% | -16.1% | -3.3% |
| 30D | -25.0% | -0.2% | -24.8% | -25.1% |
| 3M | -28.7% | -24.8% | -3.9% | -27.4% |
| 6M | -33.0% | -39.4% | +6.4% | -31.1% |
| YTD | +5.4% | -56.1% | +61.6% | +10.3% |
| 1Y | +7.3% | -72.5% | +79.8% | +15.1% |
| 3Y | +166.0% | -16.3% | +182.3% | +158.7% |
| 5Y | +210.1% | -87.6% | +297.7% | +209.4% |
| All | +381.7% | -53.6% | +435.3% | +386.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling