+263.7%
QCOM vs CCI
+17.2%
+246.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.2% | +3.0% | +3.1% |
| 7D | +5.1% | +0.2% | +4.9% | +5.0% |
| 30D | +4.3% | +0.5% | +3.8% | +4.1% |
| 3M | -19.6% | -16.3% | -3.4% | -15.8% |
| 6M | +29.5% | -13.9% | +43.4% | +33.6% |
| YTD | +3.4% | -12.4% | +15.8% | +5.8% |
| 1Y | +10.9% | -15.2% | +26.1% | +14.4% |
| 3Y | +74.8% | -9.9% | +84.6% | +69.1% |
| 5Y | +36.2% | -50.8% | +87.0% | +66.6% |
| 10Y | +263.7% | +18.3% | +245.5% | +249.6% |
| All | +263.7% | +17.2% | +246.6% | +249.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling