+52,520.0%
QCOM vs CDNS
+7,216.9%
+45,303.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +2.0% |
| 7D | +2.0% | -0.1% | +2.0% | +2.1% |
| 30D | +1.2% | -5.5% | +6.7% | +3.2% |
| 3M | +9.1% | +0.5% | +8.6% | +8.7% |
| 6M | -25.0% | -9.6% | -15.4% | -23.0% |
| YTD | +4.8% | +5.3% | -0.5% | +1.8% |
| 1Y | +3.6% | +3.4% | +0.2% | +1.2% |
| 3Y | +51.5% | +25.9% | +25.6% | +38.1% |
| 5Y | +19.7% | +85.8% | -66.1% | -2.6% |
| 10Y | +245.8% | +1,199.9% | -954.1% | +65.8% |
| All | +52,520.0% | +7,216.9% | +45,303.1% | +15,144.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling