+250.3%
QCOM vs CASY
+505.6%
-255.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | +3.3% | +0.1% | +3.2% | +3.3% |
| 30D | +7.7% | -11.3% | +19.0% | +11.2% |
| 3M | -30.1% | -0.6% | -29.4% | -31.5% |
| 6M | +22.8% | +10.7% | +12.1% | +16.3% |
| YTD | +0.2% | +37.1% | -36.9% | -11.9% |
| 1Y | +7.9% | +52.3% | -44.4% | -9.1% |
| 3Y | +55.8% | +215.2% | -159.4% | +0.1% |
| 5Y | +30.1% | +276.5% | -246.4% | -22.5% |
| All | +250.3% | +505.6% | -255.3% | +76.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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