+50,186.6%
QCOM vs CAG
+293.0%
+49,893.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.3% |
| 7D | +3.3% | -3.8% | +7.1% | +4.1% |
| 30D | +7.7% | +3.1% | +4.6% | +7.0% |
| 3M | -30.1% | +23.5% | -53.5% | -33.4% |
| 6M | +22.8% | -14.8% | +37.7% | +26.2% |
| YTD | +0.2% | -5.4% | +5.6% | +0.4% |
| 1Y | +7.9% | -11.8% | +19.7% | +9.5% |
| 3Y | +55.8% | -36.7% | +92.5% | +67.1% |
| 5Y | +30.1% | -40.3% | +70.3% | +39.8% |
| 10Y | +248.9% | -37.0% | +285.9% | +256.7% |
| All | +50,186.6% | +293.0% | +49,893.7% | +36,356.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling