+7.9%
QCOM vs CCI
-18.8%
+26.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.1% |
| 7D | +3.3% | -0.4% | +3.7% | +3.3% |
| 30D | +7.7% | +2.7% | +5.0% | +7.8% |
| 3M | -30.1% | -18.2% | -11.9% | -29.5% |
| 6M | +22.8% | -14.8% | +37.6% | +22.9% |
| YTD | +0.2% | -12.6% | +12.8% | -0.7% |
| 1Y | +7.9% | -16.7% | +24.6% | +6.3% |
| All | +7.9% | -18.8% | +26.6% | +6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 CCI 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