+767.6%
CAT vs QSR
+207.3%
+560.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.2% | +4.2% | +3.3% |
| 7D | +1.7% | -2.2% | +3.9% | +2.5% |
| 30D | -24.6% | +7.8% | -32.4% | -26.6% |
| 3M | -28.5% | +5.5% | -34.0% | -30.1% |
| 6M | -34.8% | -0.2% | -34.6% | -35.4% |
| YTD | +5.9% | +15.4% | -9.5% | -0.9% |
| 1Y | +6.8% | +15.3% | -8.5% | -0.2% |
| 3Y | +161.1% | +23.7% | +137.4% | +134.8% |
| 5Y | +213.4% | +60.4% | +153.1% | +154.6% |
| 10Y | +700.3% | +142.2% | +558.1% | +451.4% |
| All | +767.6% | +207.3% | +560.3% | +453.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling