+16.3%
QCOM vs CAI
-8.1%
+24.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.0% | +4.2% | +3.2% |
| 7D | +5.1% | +0.2% | +4.9% | +5.0% |
| 30D | +4.3% | +9.1% | -4.9% | +3.5% |
| 3M | -19.6% | +53.8% | -73.4% | -22.0% |
| 6M | +29.5% | +33.5% | -4.0% | +26.0% |
| YTD | +3.4% | -8.0% | +11.4% | +3.0% |
| 1Y | +10.9% | -28.7% | +39.6% | +11.5% |
| All | +16.3% | -8.1% | +24.4% | +16.7% |
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