+216.5%
QCOM vs CF
+561.7%
-345.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.7% | +4.8% | +5.4% |
| 7D | +0.4% | -3.2% | +3.5% | +0.8% |
| 30D | -6.6% | +4.3% | -10.9% | -7.8% |
| 3M | +3.7% | +2.8% | +0.9% | +2.3% |
| 6M | -13.3% | +0.6% | -13.9% | -14.7% |
| YTD | -1.8% | +56.6% | -58.4% | -14.7% |
| 1Y | -2.5% | +49.6% | -52.1% | -14.4% |
| 3Y | +47.0% | +61.5% | -14.5% | +23.7% |
| 5Y | +13.1% | +124.0% | -110.8% | -16.5% |
| All | +216.5% | +561.7% | -345.2% | +84.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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