+48.4%
QCOM vs CTVA
+49.4%
-1.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.6% | -5.2% | -3.2% |
| 7D | +4.3% | -20.8% | +25.0% | +8.3% |
| 30D | -0.1% | -29.6% | +29.5% | +6.9% |
| 3M | +5.2% | -16.9% | +22.1% | +6.0% |
| 6M | -18.4% | -24.3% | +5.9% | -15.8% |
| YTD | +2.4% | -5.6% | +8.0% | -2.2% |
| 1Y | +0.9% | -4.2% | +5.1% | -4.2% |
| 3Y | +48.4% | +43.3% | +5.1% | +37.3% |
| All | +48.4% | +49.4% | -1.0% | +37.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling