+79.6%
QQQ vs CAT
+214.1%
-134.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.5% |
| 7D | +6.4% | +9.3% | -3.0% | +2.9% |
| 30D | -7.5% | -21.5% | +14.0% | +0.6% |
| 3M | -4.8% | -29.1% | +24.3% | +7.0% |
| 6M | -2.5% | -33.4% | +30.9% | +11.4% |
| YTD | +12.4% | +6.6% | +5.8% | +6.9% |
| 1Y | +11.3% | +6.5% | +4.8% | +5.8% |
| 3Y | +85.0% | +162.7% | -77.7% | +22.4% |
| 5Y | +79.6% | +214.2% | -134.6% | +8.0% |
| All | +79.6% | +214.1% | -134.5% | +8.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling