+198.8%
QCOM vs CARR
+441.9%
-243.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.3% |
| 7D | +3.3% | +1.6% | +1.8% | +2.8% |
| 30D | +7.7% | -8.7% | +16.4% | +11.0% |
| 3M | -30.1% | -12.6% | -17.5% | -26.9% |
| 6M | +22.8% | -1.5% | +24.4% | +22.9% |
| YTD | +0.2% | +14.3% | -14.1% | -4.8% |
| 1Y | +7.9% | -4.6% | +12.4% | +8.4% |
| 3Y | +55.8% | +7.3% | +48.5% | +49.2% |
| 5Y | +30.1% | +11.6% | +18.4% | +17.1% |
| All | +198.8% | +441.9% | -243.1% | +175.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling