+2.0%
QCOM vs CAG
-5.3%
+7.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.3% | +3.3% | +3.7% |
| 7D | +5.8% | +4.6% | +1.2% | +6.3% |
| 30D | -2.3% | +14.7% | -17.0% | -0.6% |
| 3M | +2.7% | +2.4% | +0.3% | +3.3% |
| 6M | -21.0% | +10.7% | -31.7% | -18.1% |
| YTD | +1.8% | -5.5% | +7.3% | +5.5% |
| All | +2.0% | -5.3% | +7.3% | +4.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling