+251.9%
QCOM vs CDNS
+1,136.8%
-884.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | -0.4% |
| 7D | +13.0% | +7.0% | +6.0% | +8.4% |
| 30D | +0.2% | -0.3% | +0.4% | +0.6% |
| 3M | +9.2% | +3.2% | +6.1% | +6.2% |
| 6M | -15.0% | -6.9% | -8.1% | -13.1% |
| YTD | +5.2% | +6.6% | -1.5% | -2.9% |
| 1Y | +2.4% | +5.6% | -3.3% | -5.1% |
| 3Y | +52.0% | +27.4% | +24.5% | +18.8% |
| 5Y | +19.7% | +83.7% | -64.0% | -28.2% |
| All | +251.9% | +1,136.8% | -884.9% | -21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CDNS.
Daily Out/Under-Performance
Portfolio return minus CDNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDNS 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 10y: compounded portfolio wealth divided by compounded CDNS 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…
10y analysis · Full analysis span regression · 6 months rolling