+239.9%
QCOM vs CCI
+64.4%
+175.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +0.7% |
| 7D | +5.5% | +3.2% | +2.3% | +4.6% |
| 30D | -1.1% | +12.2% | -13.3% | -4.4% |
| 3M | +7.6% | +23.1% | -15.6% | +0.9% |
| 6M | -20.1% | +1.3% | -21.3% | -21.3% |
| YTD | +3.0% | +4.5% | -1.4% | -0.1% |
| 1Y | +3.2% | +2.3% | +0.9% | +0.8% |
| 3Y | +48.9% | +9.8% | +39.1% | +35.5% |
| 5Y | +21.1% | -36.5% | +57.6% | +36.0% |
| All | +239.9% | +64.4% | +175.4% | +193.5% |
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