+1,134.9%
CAT vs QLD
+1,646.9%
-512.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.6% |
| 7D | +1.7% | +0.6% | +1.1% | +1.5% |
| 30D | -6.6% | -0.1% | -6.4% | -6.5% |
| 3M | -13.3% | -8.4% | -4.9% | -10.7% |
| 6M | +11.6% | +32.2% | -20.6% | +1.0% |
| YTD | +42.9% | +28.9% | +14.0% | +30.4% |
| 1Y | +95.4% | +43.8% | +51.6% | +71.5% |
| 3Y | +196.6% | +176.6% | +20.0% | +102.9% |
| 5Y | +321.7% | +121.6% | +200.1% | +189.3% |
| All | +1,134.9% | +1,646.9% | -512.0% | +220.2% |
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