+203.1%
QCOM vs CTVA
+223.3%
-20.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.5% |
| 7D | +3.3% | +4.9% | -1.6% | +1.1% |
| 30D | +7.7% | +11.9% | -4.2% | +2.4% |
| 3M | -30.1% | +13.7% | -43.7% | -34.5% |
| 6M | +22.8% | +13.1% | +9.7% | +15.2% |
| YTD | +0.2% | +32.0% | -31.8% | -12.2% |
| 1Y | +7.9% | +22.1% | -14.2% | -2.7% |
| 3Y | +55.8% | +77.5% | -21.7% | +16.9% |
| 5Y | +30.1% | +106.3% | -76.2% | -10.3% |
| All | +203.1% | +223.3% | -20.2% | +53.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling