-38.5%
CAT vs QLD
-13.4%
-25.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -12.7% | +6.4% | +1.2% |
| 7D | -14.5% | -18.6% | +4.1% | -3.7% |
| 30D | -35.7% | -28.3% | -7.4% | -21.7% |
| 3M | -36.3% | -20.4% | -15.9% | -27.3% |
| 6M | -38.5% | -14.3% | -24.3% | -34.4% |
| All | -38.5% | -13.4% | -25.2% | -34.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling