+38.9%
QCOM vs CDE
+198.6%
-159.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | +1.1% |
| 7D | +4.4% | -2.0% | +6.3% | +4.6% |
| 30D | +9.4% | +15.7% | -6.3% | +6.7% |
| 3M | -13.7% | +30.5% | -44.2% | -17.6% |
| 6M | +28.9% | -7.4% | +36.3% | +28.3% |
| YTD | +4.7% | +17.9% | -13.2% | -0.1% |
| 1Y | +13.5% | +46.7% | -33.2% | +3.5% |
| 3Y | +77.1% | +851.3% | -774.2% | +19.7% |
| 5Y | +38.9% | +202.9% | -164.0% | -1.5% |
| All | +38.9% | +198.6% | -159.7% | -1.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling