-13.5%
QCOM vs CBRS
-72.4%
+58.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +7.8% | -4.2% | +3.1% |
| 7D | +5.8% | +0.4% | +5.4% | +5.5% |
| 30D | -2.3% | -41.1% | +38.8% | -0.6% |
| 3M | +2.7% | -57.4% | +60.1% | +5.1% |
| All | -13.5% | -72.4% | +58.9% | -13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRS.
Daily Out/Under-Performance
Portfolio return minus CBRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRS 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 CBRS 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 · Available span rolling