+2.0%
QCOM vs CAI
-2.4%
+4.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.3% | +2.3% | +3.5% |
| 7D | +5.8% | -20.3% | +26.1% | +9.4% |
| 30D | -2.3% | -13.9% | +11.6% | +0.5% |
| 3M | +2.7% | +12.4% | -9.7% | +2.9% |
| 6M | -21.0% | +58.3% | -79.3% | -23.1% |
| YTD | +1.8% | -5.2% | +7.0% | +5.7% |
| All | +2.0% | -2.4% | +4.4% | +4.5% |
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