+47.0%
QCOM vs CAT
+140.6%
-93.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.9% | +4.6% | +5.0% |
| 7D | +0.4% | -10.3% | +10.7% | +7.0% |
| 30D | -6.6% | -31.2% | +24.6% | +16.2% |
| 3M | +3.7% | -34.7% | +38.3% | +32.4% |
| 6M | -13.3% | -39.5% | +26.2% | +16.0% |
| YTD | -1.8% | -1.7% | -0.1% | -2.5% |
| 1Y | -2.5% | -1.1% | -1.4% | -3.8% |
| 3Y | +47.0% | +143.9% | -96.9% | -20.0% |
| All | +47.0% | +140.6% | -93.6% | -20.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling