-16.6%
QCOM vs CBRS
-74.4%
+57.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CBRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +9.8% | -4.2% | +4.8% |
| 7D | +0.4% | -17.9% | +18.2% | +1.3% |
| 30D | -6.6% | -48.8% | +42.2% | -4.2% |
| 3M | +3.7% | -57.6% | +61.2% | +6.6% |
| All | -16.6% | -74.4% | +57.8% | -16.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling