+1,250.2%
CAT vs QLD
+8,245.8%
-6,995.6%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.9% | -7.1% | -6.1% |
| 7D | -17.1% | -9.4% | -7.7% | -13.4% |
| 30D | -30.1% | -17.1% | -13.1% | -24.0% |
| 3M | -32.4% | -10.4% | -22.0% | -29.1% |
| 6M | -32.1% | +0.7% | -32.9% | -32.6% |
| YTD | +4.1% | +17.7% | -13.7% | -3.9% |
| 1Y | +8.9% | +14.7% | -5.8% | +1.7% |
| 3Y | +155.5% | +169.6% | -14.2% | +55.7% |
| 5Y | +215.5% | +86.7% | +128.9% | +103.0% |
| 10Y | +788.9% | +1,600.8% | -811.9% | +48.3% |
| All | +1,250.2% | +8,245.8% | -6,995.6% | -32.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling