-1.1%
CAT vs QLD
+1.8%
-2.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.5% | -1.6% | -0.6% |
| 7D | -10.3% | -10.3% | 0.0% | -4.6% |
| 30D | -31.2% | -26.1% | -5.1% | -17.6% |
| 3M | -34.7% | -17.8% | -16.9% | -26.9% |
| 6M | -39.5% | -15.6% | -23.9% | -34.0% |
| YTD | -1.7% | +5.4% | -7.0% | -8.2% |
| 1Y | -1.1% | +5.2% | -6.4% | -7.4% |
| All | -1.1% | +1.8% | -2.9% | -7.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling