+1,570.9%
QQQ vs CAT
+6,494.9%
-4,924.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.5% |
| 7D | +0.4% | +1.7% | -1.4% | -0.3% |
| 30D | +0.2% | -6.6% | +6.8% | +2.9% |
| 3M | -2.8% | -13.3% | +10.5% | +2.2% |
| 6M | +18.0% | +11.6% | +6.4% | +11.3% |
| YTD | +17.3% | +42.9% | -25.6% | -0.4% |
| 1Y | +25.6% | +95.4% | -69.8% | -6.8% |
| 3Y | +93.7% | +196.6% | -102.9% | +19.3% |
| 5Y | +94.2% | +321.7% | -227.5% | +0.8% |
| 10Y | +557.9% | +1,140.8% | -582.9% | +103.2% |
| All | +1,570.9% | +6,494.9% | -4,924.0% | +126.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling