+242.8%
QCOM vs CG
+308.6%
-65.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.4% | +2.6% | +1.9% |
| 7D | +5.5% | +2.0% | +3.6% | +4.7% |
| 30D | -1.1% | +8.5% | -9.7% | -4.9% |
| 3M | +7.6% | -12.1% | +19.7% | +13.7% |
| 6M | -20.1% | -16.4% | -3.6% | -14.3% |
| YTD | +3.0% | -28.0% | +31.0% | +17.6% |
| 1Y | +3.2% | -18.9% | +22.1% | +11.3% |
| 3Y | +48.9% | +51.2% | -2.4% | +13.5% |
| 5Y | +21.1% | -15.9% | +36.9% | +17.0% |
| 10Y | +242.8% | +305.9% | -63.1% | +91.0% |
| All | +242.8% | +308.6% | -65.8% | +91.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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