+49,194.2%
QCOM vs CTAS
+16,813.7%
+32,380.6%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.8% | +7.3% | +6.4% |
| 7D | +0.4% | +1.2% | -0.8% | -0.2% |
| 30D | -6.6% | +12.8% | -19.4% | -12.4% |
| 3M | +3.7% | +10.3% | -6.6% | -1.9% |
| 6M | -13.3% | +32.0% | -45.3% | -26.4% |
| YTD | -1.8% | +19.1% | -20.9% | -12.5% |
| 1Y | -2.5% | +21.5% | -24.0% | -14.0% |
| 3Y | +47.0% | +76.0% | -29.1% | +5.5% |
| 5Y | +13.1% | +110.9% | -97.8% | -25.5% |
| 10Y | +224.7% | +849.8% | -625.1% | -3.9% |
| All | +49,194.2% | +16,813.7% | +32,380.6% | +3,666.3% |
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