+39.3%
QCOM vs CB
+74.6%
-35.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -0.7% | -8.8% | -9.6% |
| 7D | -15.5% | +2.6% | -18.0% | -15.1% |
| 30D | -13.4% | +11.2% | -24.6% | -12.1% |
| 3M | 0.0% | +5.7% | -5.7% | +1.0% |
| 6M | -15.2% | +15.9% | -31.1% | -13.7% |
| YTD | -6.9% | +20.2% | -27.1% | -6.0% |
| 1Y | -11.0% | +32.4% | -43.4% | -11.4% |
| All | +39.3% | +74.6% | -35.3% | +33.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling