+48.4%
QCOM vs CAT
+161.3%
-113.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.8% | -2.1% |
| 7D | +4.3% | +7.4% | -3.2% | -0.2% |
| 30D | -0.1% | -19.7% | +19.6% | +13.1% |
| 3M | +5.2% | -29.6% | +34.8% | +28.4% |
| 6M | -18.4% | -33.2% | +14.8% | +2.8% |
| YTD | +2.4% | +5.7% | -3.3% | -2.7% |
| 1Y | +0.9% | +9.3% | -8.5% | -6.4% |
| 3Y | +48.4% | +158.3% | -109.9% | -21.2% |
| All | +48.4% | +161.3% | -113.0% | -21.2% |
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 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