+51.9%
QCOM vs CCI
+9.9%
+42.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +1.8% |
| 7D | +2.0% | -3.4% | +5.3% | +2.0% |
| 30D | +1.2% | +9.9% | -8.7% | +1.4% |
| 3M | +9.1% | +22.7% | -13.6% | +9.5% |
| 6M | -25.0% | +0.8% | -25.8% | -25.1% |
| YTD | +4.8% | +4.1% | +0.7% | +4.4% |
| 1Y | +3.6% | -0.6% | +4.2% | +2.9% |
| All | +51.9% | +9.9% | +42.0% | +46.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling