+263.7%
QCOM vs CAG
-36.5%
+300.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.4% | +4.6% | +3.4% |
| 7D | +5.1% | -5.3% | +10.3% | +5.8% |
| 30D | +4.3% | +1.0% | +3.3% | +4.1% |
| 3M | -19.6% | +17.4% | -37.0% | -21.6% |
| 6M | +29.5% | -16.8% | +46.3% | +32.8% |
| YTD | +3.4% | -6.8% | +10.2% | +4.0% |
| 1Y | +10.9% | -15.4% | +26.3% | +13.2% |
| 3Y | +74.8% | -37.1% | +111.9% | +84.2% |
| 5Y | +36.2% | -41.3% | +77.4% | +44.3% |
| 10Y | +263.7% | -35.5% | +299.2% | +255.3% |
| All | +263.7% | -36.5% | +300.3% | +255.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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