+230.9%
QCOM vs CDNS
+1,242.4%
-1,011.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.2% | -1.5% | +0.5% |
| 7D | +5.8% | +2.1% | +3.7% | +4.7% |
| 30D | -2.3% | -4.6% | +2.3% | +0.7% |
| 3M | +2.7% | -0.8% | +3.5% | +2.4% |
| 6M | -21.0% | -7.2% | -13.8% | -18.9% |
| YTD | +1.8% | +7.7% | -5.8% | -6.5% |
| 1Y | +2.4% | +3.5% | -1.1% | -3.8% |
| 3Y | +52.1% | +31.2% | +20.9% | +16.7% |
| 5Y | +14.6% | +84.5% | -69.9% | -31.4% |
| 10Y | +230.9% | +1,242.9% | -1,012.0% | -27.9% |
| All | +230.9% | +1,242.4% | -1,011.5% | -27.9% |
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