+230.9%
QCOM vs CAG
-38.3%
+269.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.3% | +3.3% | +3.6% |
| 7D | +5.8% | +4.6% | +1.2% | +5.2% |
| 30D | -2.3% | +14.7% | -17.0% | -4.0% |
| 3M | +2.7% | +2.4% | +0.3% | +2.2% |
| 6M | -21.0% | +10.7% | -31.7% | -22.3% |
| YTD | +1.8% | -5.5% | +7.3% | +2.1% |
| 1Y | +2.4% | -4.6% | +7.0% | +2.5% |
| 3Y | +52.1% | -34.4% | +86.6% | +58.6% |
| 5Y | +14.6% | -39.2% | +53.8% | +20.2% |
| 10Y | +230.9% | -39.0% | +269.8% | +241.2% |
| All | +230.9% | -38.3% | +269.2% | +241.2% |
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