+19.7%
QCOM vs CCI
-36.6%
+56.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.2% |
| 7D | +13.0% | -1.4% | +14.4% | +13.2% |
| 30D | +0.2% | +12.7% | -12.6% | -1.8% |
| 3M | +9.2% | +23.0% | -13.8% | +5.4% |
| 6M | -15.0% | +0.6% | -15.6% | -15.4% |
| YTD | +5.2% | +4.9% | +0.3% | +3.4% |
| 1Y | +2.4% | +0.7% | +1.7% | +1.5% |
| 3Y | +52.0% | +10.2% | +41.7% | +40.4% |
| 5Y | +19.7% | -36.4% | +56.2% | +30.8% |
| All | +19.7% | -36.6% | +56.3% | +30.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling