+218.1%
QCOM vs CTVA
+125.4%
+92.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -24.3% | +24.6% | +9.4% |
| 7D | +13.0% | -23.7% | +36.7% | +22.9% |
| 30D | +0.2% | -31.2% | +31.4% | +13.2% |
| 3M | +9.2% | -18.7% | +28.0% | +13.6% |
| 6M | -15.0% | -25.5% | +10.5% | -8.9% |
| YTD | +5.2% | -8.0% | +13.2% | +2.6% |
| 1Y | +2.4% | -7.0% | +9.4% | -0.7% |
| 3Y | +52.0% | +45.2% | +6.8% | +18.1% |
| 5Y | +19.7% | +32.3% | -12.5% | -4.3% |
| All | +218.1% | +125.4% | +92.8% | +79.5% |
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