+524.2%
QCOM vs CF
+5,277.9%
-4,753.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | +6.2% | -15.7% | -10.9% |
| 7D | -15.5% | +0.4% | -15.9% | -15.9% |
| 30D | -13.4% | +2.2% | -15.6% | -14.3% |
| 3M | 0.0% | +2.1% | -2.1% | -1.4% |
| 6M | -15.2% | -6.5% | -8.7% | -15.4% |
| YTD | -6.9% | +55.6% | -62.5% | -19.3% |
| 1Y | -11.0% | +42.3% | -53.3% | -21.1% |
| 3Y | +39.8% | +55.7% | -16.0% | +18.5% |
| 5Y | +7.2% | +122.4% | -115.2% | -19.9% |
| 10Y | +207.7% | +568.5% | -360.9% | +62.5% |
| All | +524.2% | +5,277.9% | -4,753.7% | +79.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling