+242.8%
QCOM vs CB
+246.9%
-4.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.4% | +0.7% |
| 7D | +5.5% | +0.7% | +4.8% | +5.3% |
| 30D | -1.1% | +8.2% | -9.3% | -4.0% |
| 3M | +7.6% | +6.3% | +1.3% | +5.0% |
| 6M | -20.1% | +16.2% | -36.3% | -25.5% |
| YTD | +3.0% | +19.3% | -16.3% | -5.5% |
| 1Y | +3.2% | +29.2% | -26.0% | -8.5% |
| 3Y | +48.9% | +71.4% | -22.6% | +14.1% |
| 5Y | +21.1% | +104.2% | -83.2% | -15.1% |
| 10Y | +242.8% | +246.7% | -3.9% | +96.3% |
| All | +242.8% | +246.9% | -4.2% | +96.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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