+14.6%
QCOM vs CAT
+202.4%
-187.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +7.2% | -3.5% | -0.3% |
| 7D | +5.8% | -2.4% | +8.2% | +7.0% |
| 30D | -2.3% | -25.0% | +22.7% | +14.0% |
| 3M | +2.7% | -28.7% | +31.4% | +22.7% |
| 6M | -21.0% | -33.0% | +12.0% | -2.1% |
| YTD | +1.8% | +5.4% | -3.6% | -2.1% |
| 1Y | +2.4% | +7.3% | -4.8% | -2.6% |
| 3Y | +52.1% | +166.0% | -113.9% | -13.1% |
| 5Y | +14.6% | +210.1% | -195.5% | -40.3% |
| All | +14.6% | +202.4% | -187.7% | -40.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling