+50,186.6%
QCOM vs CTAS
+15,148.6%
+35,038.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | +3.3% | -1.8% | +5.1% | +4.2% |
| 30D | +7.7% | -0.2% | +7.9% | +7.7% |
| 3M | -30.1% | +11.7% | -41.7% | -34.9% |
| 6M | +22.8% | +0.7% | +22.1% | +20.0% |
| YTD | +0.2% | +7.4% | -7.2% | -5.5% |
| 1Y | +7.9% | -2.1% | +10.0% | +6.4% |
| 3Y | +55.8% | +62.9% | -7.1% | +16.7% |
| 5Y | +30.1% | +111.9% | -81.8% | -14.1% |
| 10Y | +248.9% | +652.2% | -403.3% | +16.3% |
| All | +50,186.6% | +15,148.6% | +35,038.0% | +3,966.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling