+47.0%
QCOM vs CDNS
+27.9%
+19.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.7% | +2.8% | +4.1% |
| 7D | +0.4% | -2.4% | +2.8% | +1.9% |
| 30D | -6.6% | -10.2% | +3.6% | -1.3% |
| 3M | +3.7% | -5.5% | +9.2% | +6.2% |
| 6M | -13.3% | -9.9% | -3.5% | -9.6% |
| YTD | -1.8% | +2.3% | -4.1% | -5.6% |
| 1Y | -2.5% | -1.4% | -1.1% | -4.4% |
| 3Y | +47.0% | +28.1% | +18.9% | +21.0% |
| All | +47.0% | +27.9% | +19.1% | +21.0% |
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