+571.7%
QQQ vs CAT
+1,125.3%
-553.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.6% | 0.0% |
| 7D | +1.0% | +2.9% | -1.9% | -0.1% |
| 30D | -0.6% | -2.6% | +2.0% | +0.2% |
| 3M | +1.3% | -10.7% | +12.0% | +5.0% |
| 6M | +18.1% | +16.1% | +2.0% | +10.4% |
| YTD | +16.9% | +43.2% | -26.4% | +0.4% |
| 1Y | +24.0% | +96.8% | -72.8% | -6.3% |
| 3Y | +95.6% | +201.4% | -105.7% | +23.8% |
| 5Y | +94.5% | +332.7% | -238.2% | +4.8% |
| 10Y | +571.7% | +1,157.1% | -585.4% | +148.3% |
| All | +571.7% | +1,125.3% | -553.5% | +148.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAT.
Daily Out/Under-Performance
Portfolio return minus CAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAT 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 CAT 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