+251.9%
QCOM vs CAT
+703.2%
-451.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | 0.0% |
| 7D | +13.0% | +9.3% | +3.7% | +7.8% |
| 30D | +0.2% | -21.5% | +21.6% | +13.1% |
| 3M | +9.2% | -29.1% | +38.3% | +29.5% |
| 6M | -15.0% | -33.4% | +18.4% | +4.1% |
| YTD | +5.2% | +6.6% | -1.4% | +0.6% |
| 1Y | +2.4% | +6.5% | -4.2% | -2.2% |
| 3Y | +52.0% | +162.7% | -110.7% | -9.5% |
| 5Y | +19.7% | +214.2% | -194.5% | -36.3% |
| All | +251.9% | +703.2% | -451.2% | +16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAT.
Daily Out/Under-Performance
Portfolio return minus CAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAT 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 10y: compounded portfolio wealth divided by compounded CAT 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…
10y analysis · Full analysis span regression · 6 months rolling