+11.2%
QCOM vs CASY
+250.1%
-238.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.3% | +5.8% | +5.6% |
| 7D | +0.4% | +1.1% | -0.7% | +0.1% |
| 30D | -6.6% | +8.7% | -15.3% | -8.3% |
| 3M | +3.7% | -17.3% | +21.0% | +7.6% |
| 6M | -13.3% | -19.7% | +6.4% | -9.9% |
| YTD | -1.8% | +24.8% | -26.6% | -12.3% |
| 1Y | -2.5% | +31.9% | -34.4% | -15.0% |
| 3Y | +47.0% | +155.4% | -108.4% | -2.7% |
| All | +11.2% | +250.1% | -238.9% | -39.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling