+54.3%
QCOM vs CDNS
+20.2%
+34.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.0% | +4.1% | +2.1% |
| 7D | +3.3% | -14.0% | +17.3% | +11.4% |
| 30D | +7.7% | -13.2% | +20.9% | +15.4% |
| 3M | -30.1% | -28.9% | -1.2% | -16.9% |
| 6M | +22.8% | -4.2% | +27.0% | +23.5% |
| YTD | +0.2% | -6.4% | +6.6% | +0.9% |
| 1Y | +7.9% | -16.2% | +24.1% | +15.1% |
| All | +54.3% | +20.2% | +34.0% | +28.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling