+38.9%
QCOM vs CARR
+9.5%
+29.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.0% | +3.3% | +2.3% |
| 7D | +4.4% | +0.6% | +3.7% | +3.9% |
| 30D | +9.4% | -8.7% | +18.0% | +14.4% |
| 3M | -13.7% | -18.4% | +4.7% | -4.4% |
| 6M | +28.9% | -0.6% | +29.5% | +27.5% |
| YTD | +4.7% | +10.9% | -6.2% | -2.8% |
| 1Y | +13.5% | -7.3% | +20.8% | +15.5% |
| 3Y | +77.1% | +2.9% | +74.2% | +62.2% |
| 5Y | +38.9% | +9.6% | +29.3% | +11.8% |
| All | +38.9% | +9.5% | +29.4% | +11.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling