+18.4%
QCOM vs CAI
-11.3%
+29.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +0.6% |
| 7D | +13.0% | -8.0% | +21.0% | +14.1% |
| 30D | +0.2% | -18.9% | +19.0% | +3.2% |
| 3M | +9.2% | +7.6% | +1.6% | +10.0% |
| 6M | -15.0% | +43.0% | -58.0% | -16.0% |
| YTD | +5.2% | -11.2% | +16.4% | +6.5% |
| 1Y | +2.4% | -3.3% | +5.6% | +3.3% |
| All | +18.4% | -11.3% | +29.6% | +20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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