+46,613.4%
QCOM vs CAT
+24,419.8%
+22,193.6%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -6.4% | -3.1% | -6.6% |
| 7D | -15.5% | -14.5% | -1.0% | -9.2% |
| 30D | -13.4% | -35.7% | +22.3% | +5.2% |
| 3M | 0.0% | -36.3% | +36.3% | +21.6% |
| 6M | -15.2% | -38.5% | +23.3% | +5.0% |
| YTD | -6.9% | -2.5% | -4.4% | -6.7% |
| 1Y | -11.0% | -1.9% | -9.1% | -11.1% |
| 3Y | +39.8% | +139.2% | -99.4% | -6.4% |
| 5Y | +7.2% | +192.1% | -185.0% | -35.5% |
| 10Y | +207.7% | +732.3% | -524.6% | +12.3% |
| All | +46,613.4% | +24,419.8% | +22,193.6% | +3,490.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling