+11,652.3%
QCOM vs CCJ
+1,091.6%
+10,560.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +4.3% | +1.2% | +4.5% |
| 7D | +0.4% | -7.3% | +7.7% | +2.3% |
| 30D | -6.6% | -20.0% | +13.3% | -1.2% |
| 3M | +3.7% | -23.8% | +27.5% | +10.7% |
| 6M | -13.3% | -42.4% | +29.1% | -0.9% |
| YTD | -1.8% | -22.1% | +20.3% | +3.2% |
| 1Y | -2.5% | -20.8% | +18.3% | +1.8% |
| 3Y | +47.0% | +75.7% | -28.8% | +20.8% |
| 5Y | +13.1% | +167.4% | -154.3% | -18.9% |
| 10Y | +224.7% | +826.3% | -601.7% | +56.2% |
| All | +11,652.3% | +1,091.6% | +10,560.7% | +4,249.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 CCJ 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