+250.3%
QCOM vs CAT
+1,135.9%
-885.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.8% |
| 7D | +3.3% | +1.7% | +1.6% | +2.4% |
| 30D | +7.7% | -6.6% | +14.3% | +11.3% |
| 3M | -30.1% | -13.3% | -16.8% | -24.7% |
| 6M | +22.8% | +11.6% | +11.2% | +16.2% |
| YTD | +0.2% | +42.9% | -42.8% | -17.0% |
| 1Y | +7.9% | +95.4% | -87.6% | -24.5% |
| 3Y | +55.8% | +196.6% | -140.8% | -12.4% |
| 5Y | +30.1% | +321.7% | -291.6% | -39.7% |
| All | +250.3% | +1,135.9% | -885.6% | -1.3% |
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