+13.5%
QCOM vs CAI
-31.0%
+44.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.2% | +4.5% | +1.6% |
| 7D | +4.4% | -3.1% | +7.5% | +4.6% |
| 30D | +9.4% | +2.7% | +6.7% | +9.0% |
| 3M | -13.7% | +41.7% | -55.3% | -16.0% |
| 6M | +28.9% | +26.5% | +2.4% | +25.7% |
| YTD | +4.7% | -10.9% | +15.7% | +5.0% |
| 1Y | +13.5% | -29.2% | +42.7% | +14.3% |
| All | +13.5% | -31.0% | +44.5% | +14.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling