+54.3%
QCOM vs CF
+73.9%
-19.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.2% | +3.3% | +0.2% |
| 7D | +3.3% | +6.0% | -2.7% | +3.2% |
| 30D | +7.7% | +14.8% | -7.1% | +7.3% |
| 3M | -30.1% | +14.1% | -44.1% | -30.3% |
| 6M | +22.8% | +28.5% | -5.7% | +18.8% |
| YTD | +0.2% | +74.9% | -74.8% | -7.9% |
| 1Y | +7.9% | +61.7% | -53.8% | +0.5% |
| All | +54.3% | +73.9% | -19.7% | +41.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling