+1,123.7%
CAT vs QSR
+133.7%
+990.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.1% |
| 7D | +0.6% | -4.7% | +5.3% | +2.3% |
| 30D | -4.5% | +4.3% | -8.9% | -6.0% |
| 3M | -5.8% | +5.4% | -11.2% | -8.1% |
| 6M | +12.7% | +8.2% | +4.6% | +8.6% |
| YTD | +41.4% | +14.1% | +27.3% | +33.0% |
| 1Y | +92.1% | +28.1% | +64.0% | +72.6% |
| 3Y | +197.5% | +25.3% | +172.2% | +165.7% |
| 5Y | +327.9% | +40.4% | +287.5% | +262.2% |
| All | +1,123.7% | +133.7% | +990.0% | +789.1% |
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