+7.2%
QCOM vs CASY
+254.0%
-246.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | +2.2% | -11.7% | -9.9% |
| 7D | -15.5% | +1.8% | -17.3% | -15.8% |
| 30D | -13.4% | +11.2% | -24.6% | -15.4% |
| 3M | 0.0% | -19.1% | +19.1% | +4.4% |
| 6M | -15.2% | -19.9% | +4.7% | -11.8% |
| YTD | -6.9% | +25.2% | -32.1% | -16.9% |
| 1Y | -11.0% | +31.6% | -42.6% | -22.3% |
| 3Y | +39.8% | +155.4% | -115.7% | -7.4% |
| 5Y | +7.2% | +251.5% | -244.3% | -41.4% |
| All | +7.2% | +254.0% | -246.8% | -41.4% |
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 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