+216.8%
QCOM vs CTVA
+211.9%
+5.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.7% | +1.9% |
| 7D | +4.4% | -5.8% | +10.2% | +7.0% |
| 30D | +9.4% | +11.1% | -1.7% | +4.3% |
| 3M | -13.7% | +13.2% | -26.9% | -19.1% |
| 6M | +28.9% | +8.7% | +20.2% | +22.9% |
| YTD | +4.7% | +27.3% | -22.5% | -6.8% |
| 1Y | +13.5% | +18.0% | -4.5% | +3.8% |
| 3Y | +77.1% | +76.5% | +0.6% | +32.8% |
| 5Y | +38.9% | +105.1% | -66.2% | -4.1% |
| All | +216.8% | +211.9% | +5.0% | +63.0% |
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