+230.9%
QCOM vs CCI
+51.6%
+179.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.9% | +4.5% | +3.9% |
| 7D | +5.8% | +0.9% | +4.9% | +5.5% |
| 30D | -2.3% | +10.3% | -12.6% | -5.1% |
| 3M | +2.7% | +17.9% | -15.2% | -2.4% |
| 6M | -21.0% | -0.5% | -20.6% | -21.9% |
| YTD | +1.8% | +2.7% | -0.9% | -0.8% |
| 1Y | +2.4% | +3.1% | -0.7% | -0.4% |
| 3Y | +52.1% | +8.0% | +44.2% | +39.1% |
| 5Y | +14.6% | -37.8% | +52.4% | +29.6% |
| 10Y | +230.9% | +56.5% | +174.3% | +189.1% |
| All | +230.9% | +51.6% | +179.2% | +189.1% |
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