-2.5%
QCOM vs CB
+29.6%
-32.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.8% | +7.3% | +4.2% |
| 7D | +0.4% | +0.2% | +0.1% | +0.6% |
| 30D | -6.6% | +9.1% | -15.7% | -0.1% |
| 3M | +3.7% | +3.4% | +0.3% | +6.6% |
| 6M | -13.3% | +14.1% | -27.4% | -1.4% |
| YTD | -1.8% | +18.0% | -19.8% | +10.0% |
| 1Y | -2.5% | +30.1% | -32.6% | +14.0% |
| All | -2.5% | +29.6% | -32.1% | +14.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling