+201.6%
CAT vs QSR
+25.9%
+175.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.5% |
| 7D | +2.9% | -2.4% | +5.3% | +3.4% |
| 30D | -2.6% | +5.7% | -8.3% | -3.8% |
| 3M | -10.7% | +6.9% | -17.6% | -12.3% |
| 6M | +16.1% | +6.9% | +9.3% | +13.7% |
| YTD | +43.2% | +14.9% | +28.3% | +36.9% |
| 1Y | +96.8% | +29.1% | +67.7% | +80.3% |
| All | +201.6% | +25.9% | +175.7% | +175.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling