+0.9%
QCOM vs CTAS
+23.6%
-22.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.3% | -2.7% |
| 7D | +4.3% | +2.0% | +2.3% | +4.7% |
| 30D | -0.1% | +8.7% | -8.8% | +1.7% |
| 3M | +5.2% | +13.3% | -8.0% | +8.2% |
| 6M | -18.4% | +39.4% | -57.7% | -14.0% |
| YTD | +2.4% | +21.5% | -19.1% | +9.3% |
| 1Y | +0.9% | +21.9% | -21.0% | +7.4% |
| All | +0.9% | +23.6% | -22.7% | +7.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling