+46,613.4%
QCOM vs CASY
+26,045.6%
+20,567.9%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | +2.2% | -11.7% | -10.1% |
| 7D | -15.5% | +1.8% | -17.3% | -16.0% |
| 30D | -13.4% | +11.2% | -24.6% | -16.3% |
| 3M | 0.0% | -19.1% | +19.1% | +5.2% |
| 6M | -15.2% | -19.9% | +4.7% | -11.9% |
| YTD | -6.9% | +25.2% | -32.1% | -16.0% |
| 1Y | -11.0% | +31.6% | -42.6% | -21.2% |
| 3Y | +39.8% | +155.4% | -115.7% | -1.0% |
| 5Y | +7.2% | +251.5% | -244.3% | -31.9% |
| 10Y | +207.7% | +558.6% | -351.0% | +55.4% |
| All | +46,613.4% | +26,045.6% | +20,567.9% | +5,997.6% |
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