+213.2%
QCOM vs CARR
+414.1%
-200.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.5% | +1.0% |
| 7D | +4.9% | -4.1% | +9.1% | +6.4% |
| 30D | +9.3% | -11.0% | +20.3% | +13.6% |
| 3M | -7.0% | -16.4% | +9.4% | -1.3% |
| 6M | +32.0% | -2.4% | +34.4% | +32.4% |
| YTD | +5.0% | +8.4% | -3.4% | +1.6% |
| 1Y | +13.6% | -8.0% | +21.6% | +15.6% |
| 3Y | +77.6% | +0.6% | +77.0% | +73.7% |
| 5Y | +38.2% | +7.7% | +30.5% | +26.4% |
| All | +213.2% | +414.1% | -200.9% | +193.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 CARR 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