+688.6%
CAT vs QSR
+137.6%
+551.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | +7.4% | -2.9% | +10.4% | +8.5% |
| 30D | -19.7% | +4.1% | -23.8% | -21.0% |
| 3M | -29.6% | -0.7% | -28.9% | -29.8% |
| 6M | -33.2% | +0.4% | -33.6% | -34.0% |
| YTD | +5.7% | +13.5% | -7.9% | -0.9% |
| 1Y | +9.3% | +11.0% | -1.6% | +3.3% |
| 3Y | +158.3% | +22.0% | +136.3% | +132.0% |
| 5Y | +211.6% | +57.1% | +154.5% | +151.5% |
| All | +688.6% | +137.6% | +551.0% | +476.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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