+208.0%
QCOM vs CTVA
+197.0%
+11.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.8% | +1.9% | +3.0% |
| 7D | +5.8% | +1.6% | +4.2% | +5.2% |
| 30D | -2.3% | -8.5% | +6.2% | +1.0% |
| 3M | +2.7% | +5.3% | -2.6% | -1.3% |
| 6M | -21.0% | -0.1% | -20.9% | -22.9% |
| YTD | +1.8% | +21.2% | -19.4% | -8.9% |
| 1Y | +2.4% | +27.0% | -24.6% | -10.2% |
| 3Y | +52.1% | +87.2% | -35.1% | +9.5% |
| 5Y | +14.6% | +77.9% | -63.2% | -16.7% |
| All | +208.0% | +197.0% | +11.0% | +59.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 10y: compounded portfolio wealth divided by compounded CTVA 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…
10y analysis · Full analysis span regression · 6 months rolling