+242.8%
QCOM vs CTAS
+820.8%
-578.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +0.7% |
| 7D | +5.5% | +0.7% | +4.8% | +5.2% |
| 30D | -1.1% | +11.3% | -12.4% | -6.7% |
| 3M | +7.6% | +11.4% | -3.8% | +1.1% |
| 6M | -20.1% | +35.6% | -55.7% | -33.8% |
| YTD | +3.0% | +20.7% | -17.7% | -9.2% |
| 1Y | +3.2% | +22.8% | -19.6% | -10.0% |
| 3Y | +48.9% | +73.4% | -24.5% | +3.8% |
| 5Y | +21.1% | +117.6% | -96.5% | -26.2% |
| 10Y | +242.8% | +818.4% | -575.7% | +15.4% |
| All | +242.8% | +820.8% | -578.0% | +15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 CTAS 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