+1,071.0%
CAT vs QSR
+218.5%
+852.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.8% |
| 7D | +1.7% | +2.4% | -0.7% | +0.9% |
| 30D | -6.6% | +7.6% | -14.2% | -8.9% |
| 3M | -13.3% | +12.6% | -25.9% | -17.2% |
| 6M | +11.6% | +14.4% | -2.8% | +5.6% |
| YTD | +42.9% | +19.6% | +23.3% | +32.7% |
| 1Y | +95.4% | +33.9% | +61.6% | +73.7% |
| 3Y | +196.6% | +27.1% | +169.5% | +165.1% |
| 5Y | +321.7% | +48.5% | +273.1% | +253.0% |
| 10Y | +1,140.8% | +126.2% | +1,014.6% | +772.6% |
| All | +1,071.0% | +218.5% | +852.5% | +641.0% |
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