+7,981.8%
QCOM vs CCI
+905.5%
+7,076.3%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.6% |
| 7D | +3.3% | -0.4% | +3.7% | +3.4% |
| 30D | +7.7% | +2.7% | +5.0% | +7.0% |
| 3M | -30.1% | -18.2% | -11.9% | -26.9% |
| 6M | +22.8% | -14.8% | +37.6% | +26.6% |
| YTD | +0.2% | -12.6% | +12.8% | +2.4% |
| 1Y | +7.9% | -16.7% | +24.6% | +11.4% |
| 3Y | +55.8% | -10.5% | +66.3% | +54.4% |
| 5Y | +30.1% | -51.4% | +81.5% | +50.0% |
| 10Y | +248.9% | +20.0% | +228.9% | +215.0% |
| All | +7,981.8% | +905.5% | +7,076.3% | +3,043.5% |
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 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