+48.4%
QCOM vs CDE
+563.3%
-514.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.2% | -0.4% | -2.2% |
| 7D | +4.3% | -9.6% | +13.9% | +6.1% |
| 30D | -0.1% | -6.7% | +6.6% | +1.1% |
| 3M | +5.2% | -24.2% | +29.5% | +10.1% |
| 6M | -18.4% | -29.1% | +10.7% | -14.3% |
| YTD | +2.4% | -21.5% | +23.9% | +3.9% |
| 1Y | +0.9% | -7.4% | +8.3% | -0.7% |
| 3Y | +48.4% | +596.3% | -547.9% | +4.3% |
| All | +48.4% | +563.3% | -514.9% | +4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CDE.
Daily Out/Under-Performance
Portfolio return minus CDE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDE 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 CDE 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