+51,614.1%
QCOM vs CAG
+290.1%
+51,324.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.3% |
| 7D | +5.5% | +6.6% | -1.1% | +4.1% |
| 30D | -1.1% | +13.9% | -15.0% | -4.0% |
| 3M | +7.6% | +4.0% | +3.6% | +6.2% |
| 6M | -20.1% | +10.0% | -30.1% | -22.5% |
| YTD | +3.0% | -6.1% | +9.2% | +2.9% |
| 1Y | +3.2% | -4.3% | +7.6% | +2.6% |
| 3Y | +48.9% | -34.6% | +83.4% | +57.9% |
| 5Y | +21.1% | -39.4% | +60.5% | +29.2% |
| 10Y | +242.8% | -34.2% | +276.9% | +245.3% |
| All | +51,614.1% | +290.1% | +51,324.0% | +37,273.6% |
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 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