+712.5%
CAT vs QLD
+1,470.2%
-757.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +6.8% | +0.4% | +4.7% |
| 7D | -2.4% | -1.4% | -1.0% | -2.0% |
| 30D | -25.0% | -19.6% | -5.4% | -18.9% |
| 3M | -28.7% | -14.1% | -14.6% | -24.8% |
| 6M | -33.0% | -13.6% | -19.4% | -29.5% |
| YTD | +5.4% | +12.5% | -7.1% | +0.9% |
| 1Y | +7.3% | +13.1% | -5.9% | +2.4% |
| 3Y | +166.0% | +154.7% | +11.3% | +88.2% |
| 5Y | +210.1% | +81.1% | +129.0% | +129.5% |
| 10Y | +712.5% | +1,418.0% | -705.5% | +141.0% |
| All | +712.5% | +1,470.2% | -757.7% | +141.0% |
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