+30.9%
QCOM vs CTAS
+113.1%
-82.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.3% |
| 7D | +3.3% | -1.8% | +5.1% | +4.3% |
| 30D | +7.7% | -0.2% | +7.9% | +7.7% |
| 3M | -30.1% | +11.7% | -41.7% | -35.5% |
| 6M | +22.8% | +0.7% | +22.1% | +20.8% |
| YTD | +0.2% | +7.4% | -7.2% | -6.0% |
| 1Y | +7.9% | -2.1% | +10.0% | +7.7% |
| 3Y | +55.8% | +62.9% | -7.1% | -1.8% |
| All | +30.9% | +113.1% | -82.3% | -36.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling