+11.2%
QCOM vs CDNS
+78.1%
-66.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.7% | +2.8% | +3.9% |
| 7D | +0.4% | -2.4% | +2.8% | +2.1% |
| 30D | -6.6% | -10.2% | +3.6% | -0.4% |
| 3M | +3.7% | -5.5% | +9.2% | +6.4% |
| 6M | -13.3% | -9.9% | -3.5% | -9.4% |
| YTD | -1.8% | +2.3% | -4.1% | -6.9% |
| 1Y | -2.5% | -1.4% | -1.1% | -5.5% |
| 3Y | +47.0% | +28.1% | +18.9% | +11.9% |
| All | +11.2% | +78.1% | -66.9% | -37.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling