+47.0%
QCOM vs CASY
+154.1%
-107.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.3% | +5.8% | +5.6% |
| 7D | +0.4% | +1.1% | -0.7% | +0.2% |
| 30D | -6.6% | +8.7% | -15.3% | -7.5% |
| 3M | +3.7% | -17.3% | +21.0% | +6.3% |
| 6M | -13.3% | -19.7% | +6.4% | -10.5% |
| YTD | -1.8% | +24.8% | -26.6% | -10.4% |
| 1Y | -2.5% | +31.9% | -34.4% | -12.9% |
| 3Y | +47.0% | +155.4% | -108.4% | +8.3% |
| All | +47.0% | +154.1% | -107.1% | +8.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling