+14.6%
QCOM vs CASY
+253.8%
-239.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.7% | +3.0% | +3.5% |
| 7D | +5.8% | +3.6% | +2.2% | +5.0% |
| 30D | -2.3% | +7.2% | -9.5% | -3.8% |
| 3M | +2.7% | -16.9% | +19.6% | +6.5% |
| 6M | -21.0% | -19.3% | -1.7% | -18.0% |
| YTD | +1.8% | +25.6% | -23.8% | -9.2% |
| 1Y | +2.4% | +30.2% | -27.7% | -10.1% |
| 3Y | +52.1% | +154.9% | -102.7% | +0.9% |
| 5Y | +14.6% | +252.1% | -237.5% | -37.4% |
| All | +14.6% | +253.8% | -239.1% | -37.4% |
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