+50,186.6%
QCOM vs CASY
+28,541.9%
+21,644.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +11.3% |
| 3M | -30.1% | -0.6% | -29.4% | -31.4% |
| 6M | +22.8% | +10.7% | +12.1% | +16.7% |
| YTD | +0.2% | +37.1% | -36.9% | -11.2% |
| 1Y | +7.9% | +52.3% | -44.4% | -7.9% |
| 3Y | +55.8% | +215.2% | -159.4% | +4.3% |
| 5Y | +30.1% | +276.5% | -246.4% | -18.4% |
| 10Y | +248.9% | +508.4% | -259.5% | +81.9% |
| All | +50,186.6% | +28,541.9% | +21,644.7% | +6,351.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling