+462.1%
CAT vs QQQM
+152.0%
+310.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QQQM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +1.1% |
| 7D | +0.6% | -0.6% | +1.1% | +0.9% |
| 30D | -4.3% | -1.2% | -3.1% | -3.6% |
| 3M | -8.6% | -0.1% | -8.5% | -8.3% |
| 6M | +16.1% | +18.0% | -1.8% | +6.1% |
| YTD | +43.8% | +16.7% | +27.1% | +32.4% |
| 1Y | +91.5% | +23.0% | +68.4% | +71.6% |
| 3Y | +202.7% | +93.3% | +109.4% | +119.4% |
| 5Y | +335.1% | +96.3% | +238.9% | +194.7% |
| All | +462.1% | +152.0% | +310.1% | +287.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QQQM.
Daily Out/Under-Performance
Portfolio return minus QQQM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QQQM 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 QQQM 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