+11.2%
QCOM vs CAG
-39.4%
+50.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.7% | +7.3% | +5.5% |
| 7D | +0.4% | +5.8% | -5.4% | +0.5% |
| 30D | -6.6% | +16.4% | -23.0% | -6.4% |
| 3M | +3.7% | +3.8% | -0.1% | +3.8% |
| 6M | -13.3% | +10.8% | -24.1% | -12.9% |
| YTD | -1.8% | -5.8% | +4.0% | -0.9% |
| 1Y | -2.5% | -2.4% | -0.1% | -1.7% |
| 3Y | +47.0% | -33.4% | +80.4% | +47.2% |
| All | +11.2% | -39.4% | +50.6% | +20.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling