+197.1%
QCOM vs CTVA
+191.8%
+5.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.2% | +6.7% | +6.0% |
| 7D | +0.4% | +2.2% | -1.9% | -0.5% |
| 30D | -6.6% | -17.6% | +11.0% | +0.6% |
| 3M | +3.7% | +3.4% | +0.3% | +0.4% |
| 6M | -13.3% | -2.6% | -10.7% | -14.6% |
| YTD | -1.8% | +19.1% | -20.9% | -11.5% |
| 1Y | -2.5% | +26.8% | -29.3% | -14.6% |
| 3Y | +47.0% | +63.9% | -16.9% | +12.2% |
| 5Y | +13.1% | +75.7% | -62.6% | -17.5% |
| All | +197.1% | +191.8% | +5.2% | +54.9% |
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