+718.0%
CAT vs QLD
+1,338.5%
-620.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -12.7% | +6.4% | -1.7% |
| 7D | -14.5% | -18.6% | +4.1% | -8.0% |
| 30D | -35.7% | -28.3% | -7.4% | -27.6% |
| 3M | -36.3% | -20.4% | -15.9% | -30.9% |
| 6M | -38.5% | -14.3% | -24.3% | -35.2% |
| YTD | -2.5% | +2.8% | -5.3% | -3.6% |
| 1Y | -1.9% | -1.2% | -0.7% | -1.8% |
| 3Y | +139.2% | +135.3% | +3.9% | +74.1% |
| 5Y | +192.1% | +62.6% | +129.6% | +124.8% |
| All | +718.0% | +1,338.5% | -620.5% | +145.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 QLD 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