+19.7%
QCOM vs CTAS
+118.4%
-98.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +13.0% | +0.5% | +12.5% | +12.7% |
| 30D | +0.2% | +10.2% | -10.1% | -5.1% |
| 3M | +9.2% | +12.1% | -2.9% | +2.2% |
| 6M | -15.0% | +38.3% | -53.3% | -31.2% |
| YTD | +5.2% | +21.9% | -16.7% | -8.1% |
| 1Y | +2.4% | +24.0% | -21.7% | -11.8% |
| 3Y | +52.0% | +75.1% | -23.2% | -6.5% |
| 5Y | +19.7% | +116.9% | -97.2% | -43.4% |
| All | +19.7% | +118.4% | -98.6% | -43.4% |
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 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