+7,822.3%
QCOM vs CCI
+1,091.9%
+6,730.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.6% | +8.1% | +6.2% |
| 7D | +0.4% | -0.1% | +0.5% | +0.4% |
| 30D | -6.6% | +28.4% | -35.0% | -12.8% |
| 3M | +3.7% | +20.0% | -16.3% | -1.5% |
| 6M | -13.3% | +0.8% | -14.1% | -14.7% |
| YTD | -1.8% | +3.6% | -5.4% | -4.4% |
| 1Y | -2.5% | +6.1% | -8.6% | -5.7% |
| 3Y | +47.0% | +7.2% | +39.8% | +38.6% |
| 5Y | +13.1% | -37.0% | +50.1% | +21.5% |
| 10Y | +224.7% | +54.2% | +170.5% | +174.0% |
| All | +7,822.3% | +1,091.9% | +6,730.4% | +2,835.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling